+16.0%
VEEV vs CDW
-30.2%
+46.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | -7.1% | -4.2% | -2.9% | -5.8% |
| 30D | +11.1% | +4.9% | +6.3% | +9.7% |
| 3M | +55.5% | +7.3% | +48.2% | +51.5% |
| 6M | +33.4% | +19.2% | +14.2% | +24.6% |
| YTD | +16.8% | +6.2% | +10.6% | +12.6% |
| 1Y | -7.7% | -14.0% | +6.3% | -5.9% |
| All | +16.0% | -30.2% | +46.2% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling