-10.8%
DOW vs VEEV
+121.6%
-132.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.2% | -2.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +0.4% | +28.8% | -28.5% | -3.8% |
| 3M | -14.4% | +54.0% | -68.4% | -20.5% |
| 6M | -7.0% | +46.0% | -52.9% | -13.3% |
| YTD | +30.2% | +23.2% | +7.0% | +24.7% |
| 1Y | +29.2% | +1.9% | +27.3% | +27.8% |
| 3Y | -36.7% | +27.0% | -63.7% | -40.9% |
| 5Y | -37.7% | -13.4% | -24.3% | -38.5% |
| All | -10.8% | +121.6% | -132.4% | -39.3% |
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