+99.6%
DIS vs VEEV
+699.3%
-599.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +5.2% | -2.9% | +8.2% | +5.8% |
| 30D | +11.5% | +7.5% | +3.9% | +10.0% |
| 3M | +11.5% | +39.5% | -27.9% | +4.9% |
| 6M | +8.9% | +81.5% | -72.6% | -2.3% |
| YTD | +3.4% | +36.1% | -32.7% | -3.0% |
| 1Y | +7.2% | +4.3% | +2.9% | +5.1% |
| 3Y | +43.3% | +54.8% | -11.5% | +28.7% |
| 5Y | -31.4% | -4.7% | -26.7% | -35.1% |
| 10Y | +37.1% | +709.1% | -672.0% | -6.1% |
| All | +99.6% | +699.3% | -599.7% | +32.0% |
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