+98.6%
DASH vs VEEV
+82.8%
+15.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -10.2% | -1.9% | -8.4% | -9.6% |
| 30D | -8.2% | +3.0% | -11.2% | -9.2% |
| 3M | -15.9% | +28.8% | -44.7% | -23.7% |
| 6M | +13.3% | +91.3% | -78.0% | -11.7% |
| YTD | -21.3% | +36.5% | -57.8% | -32.5% |
| 1Y | -11.1% | +1.9% | -13.0% | -18.2% |
| All | +98.6% | +82.8% | +15.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling