+851.5%
DE vs VEEV
+556.2%
+295.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.6% | -4.6% | +2.0% | -1.8% |
| 30D | +9.0% | +8.6% | +0.4% | +7.0% |
| 3M | +19.1% | +62.4% | -43.3% | +8.2% |
| 6M | +14.4% | +40.3% | -25.9% | +6.2% |
| YTD | +45.9% | +17.5% | +28.4% | +39.9% |
| 1Y | +43.6% | -6.1% | +49.7% | +43.7% |
| 3Y | +75.9% | +16.7% | +59.2% | +64.8% |
| 5Y | +98.8% | -13.3% | +112.1% | +93.5% |
| All | +851.5% | +556.2% | +295.3% | +360.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling