+29.2%
DAL vs VEEV
-5.1%
+34.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.2% |
| 7D | +3.4% | -5.2% | +8.5% | +3.7% |
| 30D | -13.6% | +14.9% | -28.5% | -14.7% |
| 3M | +1.2% | +58.4% | -57.2% | -4.1% |
| 6M | +34.5% | +35.5% | -1.0% | +30.3% |
| YTD | +14.7% | +18.6% | -4.0% | +11.7% |
| 1Y | +29.2% | -6.3% | +35.6% | +27.6% |
| All | +29.2% | -5.1% | +34.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VEEV 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling