+253.2%
VEEV vs DBX
+22.6%
+230.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.1% |
| 7D | -4.6% | +2.1% | -6.7% | -5.5% |
| 30D | +8.6% | +5.7% | +2.9% | +6.2% |
| 3M | +62.4% | +31.8% | +30.6% | +44.7% |
| 6M | +40.3% | +37.5% | +2.8% | +22.1% |
| YTD | +17.5% | +27.9% | -10.4% | +5.5% |
| 1Y | -6.1% | +15.0% | -21.2% | -12.6% |
| 3Y | +16.7% | +27.2% | -10.5% | -0.6% |
| 5Y | -13.3% | +12.8% | -26.1% | -24.4% |
| All | +253.2% | +22.6% | +230.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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