+247.6%
DIA vs VEEV
+556.2%
-308.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.6% | -4.6% | +3.1% | -0.7% |
| 30D | -2.0% | +8.6% | -10.7% | -3.8% |
| 3M | +3.6% | +62.4% | -58.8% | -5.8% |
| 6M | +11.5% | +40.3% | -28.7% | +3.7% |
| YTD | +10.4% | +17.5% | -7.2% | +5.8% |
| 1Y | +15.6% | -6.1% | +21.7% | +15.5% |
| 3Y | +58.9% | +16.7% | +42.2% | +49.2% |
| 5Y | +65.3% | -13.3% | +78.7% | +60.4% |
| All | +247.6% | +556.2% | -308.6% | +124.2% |
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