-50.3%
DOCS vs VEEV
-11.6%
-38.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -0.7% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | +21.8% | +28.8% | -7.0% | +3.7% |
| 3M | +27.3% | +54.0% | -26.7% | -3.4% |
| 6M | -0.3% | +46.0% | -46.3% | -22.3% |
| YTD | -40.5% | +23.2% | -63.7% | -48.7% |
| 1Y | -61.5% | +1.9% | -63.4% | -63.3% |
| 3Y | +8.2% | +27.0% | -18.9% | -15.3% |
| 5Y | -73.4% | -13.4% | -60.0% | -77.2% |
| All | -50.3% | -11.6% | -38.7% | -57.0% |
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