+640.3%
VEEV vs DECK
+747.2%
-106.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.8% | -3.6% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | +28.8% | -13.6% | +42.4% | +33.1% |
| 3M | +54.0% | -21.2% | +75.3% | +62.5% |
| 6M | +46.0% | -21.1% | +67.0% | +52.9% |
| YTD | +23.2% | -17.2% | +40.5% | +26.5% |
| 1Y | +1.9% | -30.7% | +32.6% | +8.4% |
| 3Y | +27.0% | -3.4% | +30.4% | +15.6% |
| 5Y | -13.4% | +25.5% | -38.9% | -29.4% |
| 10Y | +575.2% | +714.7% | -139.4% | +238.5% |
| All | +640.3% | +747.2% | -106.9% | +284.2% |
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