+70.5%
DOCN vs VEEV
+13.6%
+56.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.8% |
| 7D | -19.2% | -2.9% | -16.2% | -17.7% |
| 30D | -43.1% | +7.5% | -50.6% | -45.9% |
| 3M | -40.7% | +39.5% | -80.2% | -53.8% |
| 6M | -55.0% | +81.5% | -136.5% | -72.3% |
| YTD | +50.6% | +36.1% | +14.6% | +14.0% |
| 1Y | +54.0% | +4.3% | +49.7% | +42.5% |
| 3Y | +203.9% | +54.8% | +149.1% | +85.2% |
| 5Y | -29.4% | -4.7% | -24.6% | -30.1% |
| All | +70.5% | +13.6% | +56.9% | +37.2% |
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