+601.8%
VEEV vs DLTR
+100.5%
+501.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.8% |
| 7D | -7.1% | -10.2% | +3.2% | -5.5% |
| 30D | +11.1% | -8.5% | +19.6% | +12.5% |
| 3M | +55.5% | +5.6% | +50.0% | +54.0% |
| 6M | +33.4% | +2.2% | +31.2% | +32.1% |
| YTD | +16.8% | -3.8% | +20.6% | +16.5% |
| 1Y | -7.7% | +22.9% | -30.7% | -11.7% |
| 3Y | +18.4% | +2.0% | +16.3% | +14.0% |
| 5Y | -14.8% | +29.8% | -44.6% | -23.7% |
| 10Y | +546.5% | +45.0% | +501.5% | +426.4% |
| All | +601.8% | +100.5% | +501.3% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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