+456.9%
DLR vs VEEV
+623.9%
-167.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.9% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -3.4% | +28.8% | -32.2% | -7.7% |
| 3M | +0.5% | +54.0% | -53.5% | -7.3% |
| 6M | +4.6% | +46.0% | -41.4% | -3.2% |
| YTD | +23.4% | +23.2% | +0.2% | +17.5% |
| 1Y | +19.0% | +1.9% | +17.2% | +17.1% |
| 3Y | +56.5% | +27.0% | +29.5% | +45.3% |
| 5Y | +33.3% | -13.4% | +46.7% | +28.3% |
| 10Y | +165.1% | +575.2% | -410.1% | +97.7% |
| All | +456.9% | +623.9% | -167.1% | +308.2% |
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