+640.3%
VEEV vs CDW
+679.5%
-39.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.8% |
| 7D | -0.6% | +3.2% | -3.8% | -2.0% |
| 30D | +28.8% | +9.3% | +19.6% | +23.6% |
| 3M | +54.0% | +9.8% | +44.2% | +46.5% |
| 6M | +46.0% | +23.3% | +22.6% | +29.3% |
| YTD | +23.2% | +13.7% | +9.6% | +12.9% |
| 1Y | +1.9% | -6.5% | +8.3% | +1.3% |
| 3Y | +27.0% | -25.2% | +52.3% | +35.9% |
| 5Y | -13.4% | -19.5% | +6.1% | -12.3% |
| 10Y | +575.2% | +285.8% | +289.4% | +200.9% |
| All | +640.3% | +679.5% | -39.2% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling