+16.9%
JD vs VEEV
+538.1%
-521.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.9% |
| 7D | -3.0% | -7.1% | +4.1% | -0.3% |
| 30D | -19.3% | +11.1% | -30.5% | -23.4% |
| 3M | -6.0% | +55.5% | -61.6% | -22.4% |
| 6M | +1.8% | +33.4% | -31.6% | -11.9% |
| YTD | -2.6% | +16.8% | -19.4% | -11.5% |
| 1Y | -17.4% | -7.7% | -9.7% | -17.7% |
| 3Y | -8.6% | +18.4% | -27.0% | -22.4% |
| 5Y | -61.6% | -14.8% | -46.8% | -64.0% |
| 10Y | +16.9% | +546.5% | -529.6% | -48.7% |
| All | +16.9% | +538.1% | -521.3% | -48.7% |
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