+67.3%
DVN vs VEEV
+556.2%
-488.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +4.5% | -4.6% | +9.1% | +5.3% |
| 30D | +12.0% | +8.6% | +3.3% | +10.2% |
| 3M | +13.4% | +62.4% | -49.0% | +4.0% |
| 6M | +12.1% | +40.3% | -28.1% | +5.0% |
| YTD | +38.8% | +17.5% | +21.3% | +33.6% |
| 1Y | +46.0% | -6.1% | +52.1% | +46.1% |
| 3Y | +9.5% | +16.7% | -7.2% | +3.1% |
| 5Y | +125.3% | -13.3% | +138.6% | +118.4% |
| All | +67.3% | +556.2% | -488.9% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling