+54.3%
JD vs VEEV
+1,298.5%
-1,244.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.1% | +3.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | -13.2% | +28.8% | -42.0% | -21.7% |
| 3M | -3.2% | +54.0% | -57.2% | -18.8% |
| 6M | +15.2% | +46.0% | -30.7% | -2.8% |
| YTD | +2.0% | +23.2% | -21.3% | -8.7% |
| 1Y | -5.4% | +1.9% | -7.2% | -9.3% |
| 3Y | -9.1% | +27.0% | -36.1% | -23.8% |
| 5Y | -59.6% | -13.4% | -46.2% | -62.1% |
| 10Y | +26.2% | +575.2% | -549.0% | -41.9% |
| All | +54.3% | +1,298.5% | -1,244.2% | -39.1% |
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