+104.6%
DIS vs VEEV
+702.0%
-597.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +10.3% | +3.0% | +7.3% | +9.7% |
| 3M | +15.6% | +28.8% | -13.3% | +10.3% |
| 6M | +15.1% | +91.3% | -76.1% | +2.3% |
| YTD | +6.0% | +36.5% | -30.6% | -0.7% |
| 1Y | +5.7% | +1.9% | +3.8% | +4.0% |
| 3Y | +39.8% | +84.6% | -44.8% | +22.2% |
| 5Y | -23.9% | -2.6% | -21.3% | -28.1% |
| 10Y | +32.9% | +669.4% | -636.5% | -8.3% |
| All | +104.6% | +702.0% | -597.4% | +35.2% |
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