+640.3%
VEEV vs DAR
+201.5%
+438.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -0.6% | +1.4% | -1.9% | -0.9% |
| 30D | +28.8% | +12.8% | +16.1% | +25.5% |
| 3M | +54.0% | +7.4% | +46.7% | +51.2% |
| 6M | +46.0% | +22.3% | +23.7% | +39.1% |
| YTD | +23.2% | +81.1% | -57.9% | +8.0% |
| 1Y | +1.9% | +106.5% | -104.6% | -13.8% |
| 3Y | +27.0% | +5.3% | +21.7% | +21.0% |
| 5Y | -13.4% | -11.5% | -1.8% | -16.1% |
| 10Y | +575.2% | +353.3% | +221.9% | +285.8% |
| All | +640.3% | +201.5% | +438.8% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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