+16.0%
VEEV vs DBX
+25.2%
-9.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | -8.2% | -1.8% | -6.4% | -7.6% |
| 30D | +10.3% | +2.8% | +7.5% | +9.3% |
| 3M | +59.4% | +26.8% | +32.6% | +47.0% |
| 6M | +37.6% | +32.8% | +4.8% | +24.5% |
| YTD | +16.9% | +26.1% | -9.2% | +7.1% |
| 1Y | -5.0% | +14.1% | -19.1% | -11.1% |
| All | +16.0% | +25.2% | -9.1% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling