+66.4%
DOCN vs VEEV
+16.0%
+50.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.2% | -15.7% | -15.7% |
| 7D | -29.3% | -0.1% | -29.2% | -29.4% |
| 30D | -46.0% | +9.4% | -55.4% | -49.3% |
| 3M | -43.2% | +45.2% | -88.4% | -57.0% |
| 6M | -53.7% | +81.1% | -134.9% | -71.5% |
| YTD | +46.9% | +38.9% | +8.0% | +9.7% |
| 1Y | +54.3% | +5.0% | +49.3% | +42.6% |
| 3Y | +185.5% | +59.4% | +126.2% | +70.4% |
| 5Y | -31.1% | -2.7% | -28.4% | -32.7% |
| All | +66.4% | +16.0% | +50.3% | +32.2% |
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