+546.5%
VEEV vs D
+34.1%
+512.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -7.1% | -0.4% | -6.7% | -7.0% |
| 30D | +11.1% | -2.1% | +13.2% | +11.7% |
| 3M | +55.5% | -0.7% | +56.3% | +55.7% |
| 6M | +33.4% | +5.6% | +27.8% | +30.9% |
| YTD | +16.8% | +14.6% | +2.3% | +12.0% |
| 1Y | -7.7% | +15.3% | -23.1% | -12.0% |
| 3Y | +18.4% | +59.1% | -40.7% | +1.2% |
| 5Y | -14.8% | +3.9% | -18.7% | -18.0% |
| 10Y | +546.5% | +38.5% | +508.0% | +470.6% |
| All | +546.5% | +34.1% | +512.4% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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