+543.1%
VEEV vs DD
+66.6%
+476.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.6% | -3.5% | -1.1% | -3.7% |
| 30D | +8.6% | -11.7% | +20.3% | +12.3% |
| 3M | +62.4% | -9.2% | +71.7% | +66.3% |
| 6M | +40.3% | -7.2% | +47.4% | +41.7% |
| YTD | +17.5% | +6.6% | +10.9% | +13.7% |
| 1Y | -6.1% | +32.0% | -38.1% | -15.0% |
| 3Y | +16.7% | +42.1% | -25.5% | +1.4% |
| 5Y | -13.3% | +58.1% | -71.4% | -27.7% |
| All | +543.1% | +66.6% | +476.6% | +406.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling