-38.7%
DOCS vs VEEV
-2.4%
-36.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -0.7% |
| 7D | -0.8% | -2.9% | +2.2% | +1.2% |
| 30D | +17.4% | +7.5% | +9.9% | +12.3% |
| 3M | +57.4% | +39.5% | +17.9% | +27.7% |
| 6M | +26.5% | +81.5% | -54.9% | -13.3% |
| YTD | -26.6% | +36.1% | -62.6% | -40.4% |
| 1Y | -48.1% | +4.3% | -52.3% | -50.8% |
| 3Y | +52.6% | +54.8% | -2.2% | +4.9% |
| 5Y | -52.1% | -4.7% | -47.4% | -59.6% |
| All | -38.7% | -2.4% | -36.3% | -50.1% |
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