-37.3%
DOCS vs VEEV
-2.0%
-35.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.6% |
| 7D | -4.2% | -1.9% | -2.3% | -3.0% |
| 30D | +8.6% | +3.0% | +5.6% | +6.7% |
| 3M | +27.2% | +28.8% | -1.6% | +7.8% |
| 6M | +26.5% | +91.3% | -64.8% | -15.9% |
| YTD | -25.0% | +36.5% | -61.5% | -39.2% |
| 1Y | -37.0% | +1.9% | -38.9% | -39.4% |
| 3Y | +39.4% | +84.6% | -45.2% | -14.4% |
| 5Y | -56.7% | -2.6% | -54.1% | -63.7% |
| All | -37.3% | -2.0% | -35.3% | -49.1% |
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