-12.8%
DT vs VEEV
+80.8%
-93.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.1% | -0.7% | +3.9% | +3.4% |
| 30D | -29.5% | +1.4% | -30.9% | -29.9% |
| 3M | -11.7% | +19.4% | -31.1% | -18.2% |
| 6M | +29.0% | +93.6% | -64.6% | -2.3% |
| YTD | +3.4% | +35.1% | -31.7% | -11.9% |
| 1Y | -4.2% | +3.4% | -7.6% | -12.1% |
| 3Y | -12.8% | +81.4% | -94.2% | -33.4% |
| All | -12.8% | +80.8% | -93.7% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling