-99.9%
DFNS vs VEEV
+5.8%
-105.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.3% |
| 7D | -16.0% | -0.6% | -15.4% | -15.9% |
| 30D | -77.7% | +28.8% | -106.5% | -78.9% |
| 3M | -77.2% | +54.0% | -131.2% | -79.1% |
| 6M | -95.2% | +46.0% | -141.1% | -95.6% |
| YTD | -98.0% | +23.2% | -121.2% | -98.1% |
| 1Y | -98.3% | +1.9% | -100.1% | -98.4% |
| 3Y | -99.9% | +27.0% | -126.9% | -99.9% |
| 5Y | -99.9% | -13.4% | -86.5% | -99.9% |
| All | -99.9% | +5.8% | -105.7% | -99.9% |
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