-26.7%
DT vs VEEV
-14.9%
-11.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.5% | -8.2% | +5.7% | +2.0% |
| 30D | +3.5% | +10.3% | -6.8% | -2.4% |
| 3M | +26.7% | +59.4% | -32.7% | -2.6% |
| 6M | +36.1% | +37.6% | -1.4% | +12.9% |
| YTD | +18.6% | +16.9% | +1.7% | +7.0% |
| 1Y | +7.9% | -5.0% | +12.8% | +7.4% |
| 3Y | +8.6% | +18.5% | -9.9% | -9.6% |
| 5Y | -26.7% | -13.8% | -12.9% | -18.9% |
| All | -26.7% | -14.9% | -11.8% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling