+11.2%
DXCM vs VEEV
-7.5%
+18.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -5.8% | -8.2% | +2.4% | -4.3% |
| 30D | -5.6% | +10.3% | -15.9% | -7.6% |
| 3M | +13.0% | +59.4% | -46.3% | +3.8% |
| 6M | +24.7% | +37.6% | -12.9% | +14.9% |
| YTD | +27.3% | +16.9% | +10.4% | +15.5% |
| 1Y | +11.2% | -5.0% | +16.2% | -2.9% |
| All | +11.2% | -7.5% | +18.7% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling