+342.1%
DIA vs VEEV
+693.5%
-351.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.1% | -0.7% | +2.9% | +2.3% |
| 30D | +1.5% | +1.4% | +0.1% | +1.2% |
| 3M | -2.4% | +19.4% | -21.8% | -5.4% |
| 6M | +6.0% | +93.6% | -87.7% | -5.2% |
| YTD | +10.1% | +35.1% | -25.0% | +3.8% |
| 1Y | +11.8% | +3.4% | +8.4% | +10.0% |
| 3Y | +59.7% | +81.4% | -21.7% | +41.4% |
| 5Y | +57.9% | -5.1% | +63.0% | +51.0% |
| 10Y | +236.2% | +661.2% | -425.0% | +138.9% |
| All | +342.1% | +693.5% | -351.4% | +202.2% |
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 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