+546.5%
VEEV vs IBB
+122.2%
+424.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.8% |
| 7D | -7.1% | -3.9% | -3.2% | -4.0% |
| 30D | +11.1% | +2.7% | +8.4% | +8.3% |
| 3M | +55.5% | +21.4% | +34.2% | +32.0% |
| 6M | +33.4% | +20.1% | +13.3% | +13.1% |
| YTD | +16.8% | +21.9% | -5.0% | -2.6% |
| 1Y | -7.7% | +44.1% | -51.9% | -33.9% |
| 3Y | +18.4% | +63.4% | -45.0% | -25.2% |
| 5Y | -14.8% | +19.8% | -34.6% | -29.6% |
| 10Y | +546.5% | +127.0% | +419.5% | +219.7% |
| All | +546.5% | +122.2% | +424.3% | +219.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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