+23.1%
IGV vs VEEV
-13.7%
+36.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -2.9% | -4.6% | +1.7% | -0.9% |
| 30D | -1.5% | +8.6% | -10.2% | -5.3% |
| 3M | +11.7% | +62.4% | -50.7% | -10.3% |
| 6M | +18.4% | +40.3% | -21.8% | +1.1% |
| YTD | -3.9% | +17.5% | -21.5% | -11.9% |
| 1Y | -9.7% | -6.1% | -3.6% | -9.6% |
| 3Y | +38.4% | +16.7% | +21.8% | +21.2% |
| All | +23.1% | -13.7% | +36.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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