+32.3%
DLR vs VEEV
-4.9%
+37.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | +4.6% | +1.4% | +3.2% | +4.3% |
| 3M | -8.3% | +19.4% | -27.6% | -11.6% |
| 6M | -5.6% | +93.6% | -99.3% | -17.9% |
| YTD | +18.7% | +35.1% | -16.4% | +11.0% |
| 1Y | +17.1% | +3.4% | +13.7% | +16.4% |
| 3Y | +54.4% | +81.4% | -27.0% | +29.7% |
| All | +32.3% | -4.9% | +37.2% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling