-12.2%
VEEV vs DVA
+46.8%
-59.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | +8.6% | 0.0% | +8.6% | +8.6% |
| 3M | +62.4% | -10.9% | +73.4% | +63.2% |
| 6M | +40.3% | +17.3% | +23.0% | +38.5% |
| YTD | +17.5% | +59.8% | -42.3% | +12.5% |
| 1Y | -6.1% | +36.3% | -42.4% | -8.4% |
| 3Y | +16.7% | +88.6% | -71.9% | +8.2% |
| All | -12.2% | +46.8% | -59.0% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling