+103.1%
DOCN vs VEEV
+12.8%
+90.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | +19.1% | -0.7% | +19.8% | +19.7% |
| 30D | -21.0% | +1.4% | -22.4% | -22.2% |
| 3M | -34.7% | +19.4% | -54.1% | -43.4% |
| 6M | -45.8% | +93.6% | -139.4% | -68.2% |
| YTD | +79.4% | +35.1% | +44.3% | +36.4% |
| 1Y | +91.0% | +3.4% | +87.6% | +77.8% |
| 3Y | +237.5% | +81.4% | +156.1% | +80.1% |
| 5Y | -30.4% | -5.1% | -25.3% | -31.1% |
| All | +103.1% | +12.8% | +90.3% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling