+640.3%
VEEV vs DD
+146.2%
+494.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.6% | -3.4% |
| 7D | -0.6% | -3.5% | +2.9% | +0.4% |
| 30D | +28.8% | -10.3% | +39.2% | +32.7% |
| 3M | +54.0% | -7.5% | +61.6% | +56.9% |
| 6M | +46.0% | -8.0% | +54.0% | +47.9% |
| YTD | +23.2% | +10.5% | +12.8% | +18.0% |
| 1Y | +1.9% | +38.3% | -36.4% | -9.2% |
| 3Y | +27.0% | +42.5% | -15.5% | +10.0% |
| 5Y | -13.4% | +60.2% | -73.6% | -28.3% |
| 10Y | +575.2% | +68.9% | +506.4% | +405.6% |
| All | +640.3% | +146.2% | +494.1% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling