+34.1%
JD vs VEEV
+665.0%
-630.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +4.2% | +3.0% | +1.2% | +2.9% |
| 3M | -12.8% | +28.8% | -41.6% | -22.0% |
| 6M | -8.8% | +91.3% | -100.1% | -31.3% |
| YTD | +0.5% | +36.5% | -36.0% | -14.3% |
| 1Y | -8.8% | +1.9% | -10.6% | -12.3% |
| 3Y | +18.6% | +84.6% | -66.0% | -17.1% |
| 5Y | -62.2% | -2.6% | -59.6% | -66.4% |
| All | +34.1% | +665.0% | -630.9% | -44.0% |
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