+9.5%
DVN vs VEEV
+18.9%
-9.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.5% | -4.6% | +9.1% | +4.8% |
| 30D | +12.0% | +8.6% | +3.3% | +11.4% |
| 3M | +13.4% | +62.4% | -49.0% | +10.1% |
| 6M | +12.1% | +40.3% | -28.1% | +10.0% |
| YTD | +38.8% | +17.5% | +21.3% | +37.9% |
| 1Y | +46.0% | -6.1% | +52.1% | +48.9% |
| 3Y | +9.5% | +16.7% | -7.2% | +12.5% |
| All | +9.5% | +18.9% | -9.4% | +12.5% |
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