+980.7%
DXCM vs VEEV
+702.0%
+278.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -9.2% | -1.9% | -7.3% | -8.5% |
| 30D | -6.5% | +3.0% | -9.5% | -7.5% |
| 3M | -10.3% | +28.8% | -39.1% | -19.0% |
| 6M | +35.4% | +91.3% | -55.9% | +4.9% |
| YTD | +21.1% | +36.5% | -15.5% | +5.1% |
| 1Y | +38.2% | +1.9% | +36.3% | +33.4% |
| 3Y | -14.6% | +84.6% | -99.2% | -37.8% |
| 5Y | -49.6% | -2.6% | -47.0% | -54.4% |
| 10Y | +393.1% | +669.4% | -276.3% | +124.4% |
| All | +980.7% | +702.0% | +278.7% | +325.5% |
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 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