+260.9%
DXCM vs VEEV
+538.1%
-277.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.1% |
| 7D | -6.5% | -7.1% | +0.6% | -3.6% |
| 30D | -4.3% | +11.1% | -15.4% | -9.1% |
| 3M | +7.3% | +55.5% | -48.3% | -11.8% |
| 6M | +22.0% | +33.4% | -11.3% | +6.0% |
| YTD | +26.4% | +16.8% | +9.6% | +15.3% |
| 1Y | +7.0% | -7.7% | +14.7% | +7.0% |
| 3Y | -19.6% | +18.4% | -38.0% | -32.3% |
| 5Y | -39.3% | -14.8% | -24.5% | -42.3% |
| 10Y | +260.9% | +546.5% | -285.6% | +29.9% |
| All | +260.9% | +538.1% | -277.2% | +29.9% |
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