+84.2%
DOCN vs VEEV
+14.6%
+69.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.2% | +7.5% |
| 7D | -12.8% | -0.2% | -12.6% | -12.8% |
| 30D | -41.9% | +3.5% | -45.4% | -43.4% |
| 3M | -36.9% | +32.9% | -69.9% | -49.2% |
| 6M | -52.2% | +84.2% | -136.4% | -70.9% |
| YTD | +62.7% | +37.3% | +25.5% | +22.5% |
| 1Y | +58.2% | +3.9% | +54.3% | +47.2% |
| 3Y | +219.5% | +83.9% | +135.5% | +69.0% |
| 5Y | -32.9% | -4.3% | -28.6% | -33.7% |
| All | +84.2% | +14.6% | +69.6% | +47.5% |
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