-21.0%
VEEV vs DUOL
+1.6%
-22.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -4.6% | -7.0% | +2.4% | -3.4% |
| 30D | +8.6% | +6.7% | +1.9% | +7.2% |
| 3M | +62.4% | +16.0% | +46.4% | +57.6% |
| 6M | +40.3% | +45.4% | -5.2% | +30.4% |
| YTD | +17.5% | -18.1% | +35.7% | +19.6% |
| 1Y | -6.1% | -53.6% | +47.4% | +3.5% |
| 3Y | +16.7% | -11.0% | +27.6% | +5.3% |
| 5Y | -13.3% | -17.1% | +3.8% | -33.5% |
| All | -21.0% | +1.6% | -22.6% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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