+539.7%
VEEV vs CDW
+271.4%
+268.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -8.2% | -7.4% | -0.9% | -5.0% |
| 30D | +10.3% | +5.8% | +4.5% | +7.6% |
| 3M | +59.4% | +10.8% | +48.6% | +51.0% |
| 6M | +37.6% | +21.5% | +16.1% | +22.7% |
| YTD | +16.9% | +6.4% | +10.6% | +10.4% |
| 1Y | -5.0% | -14.8% | +9.8% | -1.2% |
| 3Y | +18.5% | -29.9% | +48.3% | +30.5% |
| 5Y | -13.8% | -22.9% | +9.0% | -11.3% |
| All | +539.7% | +271.4% | +268.2% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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