-11.2%
VEEV vs TYL
-25.2%
+14.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.8% | -0.9% |
| 7D | -0.6% | -3.7% | +3.1% | +1.6% |
| 30D | +28.8% | +18.7% | +10.1% | +16.6% |
| 3M | +54.0% | +18.1% | +35.9% | +39.3% |
| 6M | +46.0% | -1.1% | +47.1% | +45.9% |
| YTD | +23.2% | -19.8% | +43.0% | +37.7% |
| 1Y | +1.9% | -34.3% | +36.2% | +27.5% |
| 3Y | +27.0% | -8.2% | +35.2% | +20.1% |
| All | -11.2% | -25.2% | +14.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling