+734.5%
VEEV vs DECK
+766.3%
-31.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.2% |
| 7D | -0.1% | +6.0% | -6.1% | -1.5% |
| 30D | +9.4% | +7.4% | +1.9% | +7.4% |
| 3M | +45.2% | -11.7% | +56.9% | +49.0% |
| 6M | +81.1% | -11.0% | +92.1% | +84.8% |
| YTD | +38.9% | -15.4% | +54.3% | +41.7% |
| 1Y | +5.0% | +7.2% | -2.2% | +0.5% |
| 3Y | +59.4% | -11.8% | +71.2% | +49.7% |
| 5Y | -2.7% | +24.3% | -27.1% | -20.3% |
| 10Y | +726.1% | +907.5% | -181.5% | +294.1% |
| All | +734.5% | +766.3% | -31.8% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling