+678.4%
VEEV vs DECK
+874.1%
-195.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -2.9% | +5.8% | -8.7% | -4.3% |
| 30D | +7.5% | +7.9% | -0.4% | +5.5% |
| 3M | +39.5% | -11.4% | +50.9% | +43.0% |
| 6M | +81.5% | -16.6% | +98.1% | +88.2% |
| YTD | +36.1% | -16.4% | +52.4% | +39.2% |
| 1Y | +4.3% | +8.6% | -4.3% | -0.6% |
| 3Y | +54.8% | -15.1% | +70.0% | +46.1% |
| 5Y | -4.7% | +22.9% | -27.6% | -23.4% |
| All | +678.4% | +874.1% | -195.7% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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