-100.0%
DFNS vs VEEV
+16.0%
-115.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -6.0% | -0.7% | -5.2% | -5.8% |
| 30D | -71.2% | +1.4% | -72.6% | -71.3% |
| 3M | -94.5% | +19.4% | -113.9% | -94.7% |
| 6M | -96.5% | +93.6% | -190.2% | -96.9% |
| YTD | -99.6% | +35.1% | -134.7% | -99.7% |
| 1Y | -99.7% | +3.4% | -103.1% | -99.7% |
| 3Y | -100.0% | +81.4% | -181.3% | -100.0% |
| 5Y | -100.0% | -5.1% | -94.9% | -100.0% |
| All | -100.0% | +16.0% | -115.9% | -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 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