+711.4%
VEEV vs IOVA
+29.3%
+682.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | +1.4% | -45.4% | +46.8% | +6.7% |
| 3M | +19.4% | +19.0% | +0.3% | +14.6% |
| 6M | +93.6% | +112.0% | -18.4% | +71.4% |
| YTD | +35.1% | +184.2% | -149.2% | +13.6% |
| 1Y | +3.4% | +222.0% | -218.6% | -14.7% |
| 3Y | +81.4% | +92.6% | -11.2% | +40.5% |
| 5Y | -5.1% | -63.2% | +58.1% | -16.9% |
| 10Y | +661.2% | +2.1% | +659.1% | +449.8% |
| All | +711.4% | +29.3% | +682.1% | +442.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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