+7.4%
DASH vs VEEV
-13.1%
+20.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.4% | -2.6% |
| 7D | -10.6% | -0.6% | -10.0% | -10.3% |
| 30D | +2.2% | +28.8% | -26.7% | -14.4% |
| 3M | +32.3% | +54.0% | -21.8% | -1.7% |
| 6M | +19.1% | +46.0% | -26.8% | -8.8% |
| YTD | -6.5% | +23.2% | -29.7% | -20.6% |
| 1Y | -14.9% | +1.9% | -16.8% | -19.3% |
| 3Y | +151.9% | +27.0% | +124.9% | +85.7% |
| All | +7.4% | -13.1% | +20.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling