+194.9%
DUK vs VEEV
+586.8%
-391.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -1.7% | -8.2% | +6.6% | -1.3% |
| 30D | -2.2% | +10.3% | -12.6% | -2.8% |
| 3M | -3.7% | +59.4% | -63.1% | -6.1% |
| 6M | -6.3% | +37.6% | -43.9% | -8.1% |
| YTD | +4.5% | +16.9% | -12.4% | +3.4% |
| 1Y | +1.8% | -5.0% | +6.8% | +1.8% |
| 3Y | +46.8% | +18.5% | +28.4% | +43.9% |
| 5Y | +40.2% | -13.8% | +54.1% | +38.7% |
| 10Y | +129.8% | +547.0% | -417.2% | +107.7% |
| All | +194.9% | +586.8% | -391.9% | +164.7% |
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