+543.1%
VEEV vs DVA
+187.8%
+355.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | +8.6% | 0.0% | +8.6% | +8.6% |
| 3M | +62.4% | -10.9% | +73.4% | +64.4% |
| 6M | +40.3% | +17.3% | +23.0% | +35.8% |
| YTD | +17.5% | +59.8% | -42.3% | +7.3% |
| 1Y | -6.1% | +36.3% | -42.4% | -11.9% |
| 3Y | +16.7% | +88.6% | -71.9% | +0.7% |
| 5Y | -13.3% | +47.5% | -60.9% | -23.3% |
| All | +543.1% | +187.8% | +355.3% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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