-13.8%
VEEV vs CDW
-22.8%
+9.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -1.6% |
| 7D | -5.2% | -3.9% | -1.3% | -3.6% |
| 30D | +14.9% | +6.9% | +8.0% | +11.9% |
| 3M | +58.4% | +7.7% | +50.7% | +52.5% |
| 6M | +35.5% | +18.3% | +17.2% | +23.3% |
| YTD | +18.6% | +7.8% | +10.9% | +12.0% |
| 1Y | -6.3% | -12.2% | +5.8% | -3.8% |
| 3Y | +20.2% | -28.9% | +49.2% | +30.8% |
| 5Y | -13.8% | -22.8% | +9.0% | -16.8% |
| All | -13.8% | -22.8% | +9.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling