+50.1%
JD vs VEEV
+1,437.5%
-1,387.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -4.0% | -2.5% | -1.5% | -3.2% |
| 30D | +2.7% | +0.3% | +2.4% | +2.4% |
| 3M | -13.0% | +25.2% | -38.3% | -20.8% |
| 6M | -12.7% | +89.7% | -102.4% | -32.8% |
| YTD | -0.8% | +35.5% | -36.3% | -14.4% |
| 1Y | -8.9% | +1.8% | -10.7% | -12.5% |
| 3Y | +17.0% | +83.2% | -66.2% | -15.2% |
| 5Y | -63.5% | -4.8% | -58.7% | -67.0% |
| 10Y | +30.5% | +663.5% | -633.0% | -42.5% |
| All | +50.1% | +1,437.5% | -1,387.3% | -42.9% |
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 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