-100.0%
DFNS vs VEEV
+82.8%
-182.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.8% |
| 7D | -13.0% | -1.9% | -11.1% | -12.1% |
| 30D | -56.9% | +3.0% | -59.9% | -57.6% |
| 3M | -93.2% | +28.8% | -122.0% | -94.1% |
| 6M | -95.4% | +91.3% | -186.7% | -96.7% |
| YTD | -99.5% | +36.5% | -136.0% | -99.6% |
| 1Y | -99.6% | +1.9% | -101.5% | -99.7% |
| All | -100.0% | +82.8% | -182.8% | -100.0% |
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 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