+640.3%
VEEV vs IBB
+222.0%
+418.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | -0.6% | +1.4% | -2.0% | -1.6% |
| 30D | +28.8% | +10.5% | +18.4% | +19.2% |
| 3M | +54.0% | +23.6% | +30.4% | +30.4% |
| 6M | +46.0% | +22.6% | +23.3% | +23.1% |
| YTD | +23.2% | +25.7% | -2.4% | +1.7% |
| 1Y | +1.9% | +51.4% | -49.5% | -27.8% |
| 3Y | +27.0% | +64.4% | -37.4% | -16.7% |
| 5Y | -13.4% | +22.1% | -35.5% | -28.5% |
| 10Y | +575.2% | +132.5% | +442.8% | +250.4% |
| All | +640.3% | +222.0% | +418.2% | +233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling