+81.4%
VEEV vs DG
+21.7%
+59.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | +1.4% | +3.2% | -1.8% | +1.1% |
| 3M | +19.4% | +10.4% | +8.9% | +18.5% |
| 6M | +93.6% | +33.2% | +60.5% | +91.4% |
| YTD | +35.1% | +3.0% | +32.1% | +33.6% |
| 1Y | +3.4% | +31.2% | -27.8% | +3.0% |
| 3Y | +81.4% | +21.8% | +59.5% | +67.6% |
| All | +81.4% | +21.7% | +59.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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