+612.7%
VEEV vs DD
+145.7%
+467.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | +14.9% | -7.4% | +22.3% | +17.3% |
| 3M | +58.4% | -6.4% | +64.8% | +60.8% |
| 6M | +35.5% | -2.5% | +37.9% | +35.0% |
| YTD | +18.6% | +10.2% | +8.4% | +13.7% |
| 1Y | -6.3% | +36.9% | -43.3% | -16.2% |
| 3Y | +20.2% | +47.0% | -26.8% | +3.2% |
| 5Y | -13.8% | +63.1% | -77.0% | -29.0% |
| 10Y | +542.0% | +68.2% | +473.9% | +381.4% |
| All | +612.7% | +145.7% | +467.0% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling