-5.2%
DASH vs VEEV
+16.0%
-21.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +1.1% |
| 7D | +0.4% | -2.9% | +3.3% | +2.3% |
| 30D | -6.0% | +7.5% | -13.6% | -10.2% |
| 3M | -15.8% | +39.5% | -55.2% | -33.1% |
| 6M | +7.0% | +81.5% | -74.5% | -28.9% |
| YTD | -20.7% | +36.1% | -56.7% | -36.9% |
| 1Y | -8.5% | +4.3% | -12.8% | -14.3% |
| 3Y | +101.8% | +54.8% | +46.9% | +28.9% |
| 5Y | -9.6% | -4.7% | -4.8% | -20.0% |
| All | -5.2% | +16.0% | -21.2% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling