+595.2%
IGV vs VEEV
+596.9%
-1.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.4% |
| 7D | -3.3% | -5.2% | +1.8% | -1.4% |
| 30D | 0.0% | +14.9% | -14.9% | -5.2% |
| 3M | +7.3% | +58.4% | -51.0% | -9.9% |
| 6M | +16.7% | +35.5% | -18.8% | +3.5% |
| YTD | -2.8% | +18.6% | -21.5% | -9.7% |
| 1Y | -6.7% | -6.3% | -0.3% | -6.0% |
| 3Y | +41.1% | +20.2% | +20.9% | +25.7% |
| 5Y | +22.0% | -13.8% | +35.8% | +18.3% |
| 10Y | +357.9% | +542.0% | -184.1% | +161.6% |
| All | +595.2% | +596.9% | -1.8% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling