+18.6%
DVN vs VEEV
+586.3%
-567.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.1% | -7.1% | +7.0% | +1.1% |
| 30D | +8.0% | +11.1% | -3.1% | +5.7% |
| 3M | +11.9% | +55.5% | -43.6% | +3.0% |
| 6M | +10.6% | +33.4% | -22.7% | +4.2% |
| YTD | +35.4% | +16.8% | +18.5% | +30.0% |
| 1Y | +46.5% | -7.7% | +54.2% | +46.6% |
| 3Y | +3.0% | +18.4% | -15.4% | -3.7% |
| 5Y | +120.5% | -14.8% | +135.3% | +113.6% |
| 10Y | +62.5% | +546.5% | -484.0% | -2.2% |
| All | +18.6% | +586.3% | -567.7% | -33.8% |
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