+256.4%
VEEV vs DBX
+16.6%
+239.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.5% |
| 7D | -5.2% | -1.3% | -3.8% | -4.6% |
| 30D | +14.9% | -2.9% | +17.8% | +16.5% |
| 3M | +58.4% | +23.8% | +34.5% | +45.0% |
| 6M | +35.5% | +26.2% | +9.3% | +22.4% |
| YTD | +18.6% | +21.6% | -3.0% | +8.9% |
| 1Y | -6.3% | +11.4% | -17.8% | -11.6% |
| 3Y | +20.2% | +21.3% | -1.1% | +4.6% |
| 5Y | -13.8% | +6.7% | -20.5% | -22.9% |
| All | +256.4% | +16.6% | +239.9% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling