+252.0%
IJH vs VEEV
+586.8%
-334.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -2.5% | -8.2% | +5.7% | -0.9% |
| 30D | -5.0% | +10.3% | -15.3% | -7.2% |
| 3M | +0.5% | +59.4% | -58.8% | -9.1% |
| 6M | +8.2% | +37.6% | -29.3% | +0.2% |
| YTD | +12.5% | +16.9% | -4.5% | +7.4% |
| 1Y | +14.4% | -5.0% | +19.3% | +13.7% |
| 3Y | +49.5% | +18.5% | +31.0% | +39.2% |
| 5Y | +47.8% | -13.8% | +61.6% | +42.3% |
| 10Y | +180.4% | +547.0% | -366.6% | +86.2% |
| All | +252.0% | +586.8% | -334.8% | +121.4% |
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