+930.2%
DE vs VEEV
+586.3%
+343.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -3.0% | -7.1% | +4.1% | -2.0% |
| 30D | +11.1% | +11.1% | 0.0% | +9.1% |
| 3M | +17.6% | +55.5% | -37.9% | +9.3% |
| 6M | +13.6% | +33.4% | -19.8% | +7.6% |
| YTD | +46.3% | +16.8% | +29.4% | +41.2% |
| 1Y | +44.2% | -7.7% | +51.9% | +44.4% |
| 3Y | +76.6% | +18.4% | +58.2% | +67.0% |
| 5Y | +98.2% | -14.8% | +113.0% | +93.1% |
| 10Y | +863.5% | +546.5% | +317.0% | +574.0% |
| All | +930.2% | +586.3% | +343.9% | +592.0% |
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