-20.3%
VEEV vs DUOL
+3.5%
-23.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.5% | -2.8% |
| 7D | -5.2% | -7.8% | +2.6% | -3.7% |
| 30D | +14.9% | +11.8% | +3.1% | +12.5% |
| 3M | +58.4% | +24.1% | +34.3% | +51.8% |
| 6M | +35.5% | +43.6% | -8.2% | +26.2% |
| YTD | +18.6% | -16.6% | +35.2% | +20.3% |
| 1Y | -6.3% | -46.0% | +39.7% | +0.6% |
| 3Y | +20.2% | -6.5% | +26.7% | +7.4% |
| 5Y | -13.8% | -7.4% | -6.4% | -33.5% |
| All | -20.3% | +3.5% | -23.8% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling