+58.1%
VEEV vs DECK
-12.4%
+70.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | -0.1% | +6.0% | -6.1% | -0.8% |
| 30D | +9.4% | +7.4% | +1.9% | +8.4% |
| 3M | +45.2% | -11.7% | +56.9% | +47.1% |
| 6M | +81.1% | -11.0% | +92.1% | +83.1% |
| YTD | +38.9% | -15.4% | +54.3% | +40.6% |
| 1Y | +5.0% | +7.2% | -2.2% | +2.6% |
| All | +58.1% | -12.4% | +70.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling