+543.1%
VEEV vs DGX
+255.3%
+287.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | +8.6% | -1.2% | +9.8% | +9.1% |
| 3M | +62.4% | +15.8% | +46.7% | +53.3% |
| 6M | +40.3% | +18.2% | +22.1% | +31.0% |
| YTD | +17.5% | +37.2% | -19.7% | +2.8% |
| 1Y | -6.1% | +30.4% | -36.5% | -16.5% |
| 3Y | +16.7% | +96.7% | -80.0% | -14.4% |
| 5Y | -13.3% | +67.2% | -80.5% | -32.7% |
| All | +543.1% | +255.3% | +287.8% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling