+602.3%
VEEV vs DGX
+415.0%
+187.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -8.2% | -3.5% | -4.8% | -7.0% |
| 30D | +10.3% | -2.7% | +13.0% | +11.5% |
| 3M | +59.4% | +13.9% | +45.5% | +51.2% |
| 6M | +37.6% | +16.0% | +21.6% | +29.2% |
| YTD | +16.9% | +34.9% | -18.0% | +2.6% |
| 1Y | -5.0% | +30.6% | -35.5% | -15.7% |
| 3Y | +18.5% | +93.0% | -74.5% | -12.8% |
| 5Y | -13.8% | +64.4% | -78.2% | -32.9% |
| 10Y | +547.0% | +248.1% | +298.9% | +241.7% |
| All | +602.3% | +415.0% | +187.3% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling