+640.3%
VEEV vs DG
+171.6%
+468.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.5% |
| 7D | -0.6% | +8.4% | -9.0% | -2.1% |
| 30D | +28.8% | +4.9% | +23.9% | +27.7% |
| 3M | +54.0% | +29.3% | +24.7% | +47.1% |
| 6M | +46.0% | -11.3% | +57.2% | +48.3% |
| YTD | +23.2% | +1.8% | +21.5% | +22.3% |
| 1Y | +1.9% | +25.3% | -23.5% | -2.9% |
| 3Y | +27.0% | +9.1% | +17.9% | +19.4% |
| 5Y | -13.4% | -34.9% | +21.5% | -8.9% |
| 10Y | +575.2% | +108.2% | +467.1% | +414.6% |
| All | +640.3% | +171.6% | +468.7% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling