+4.0%
VEEV vs IRE
-98.1%
+102.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | -0.4% |
| 7D | -0.7% | -31.8% | +31.1% | -1.1% |
| 30D | +1.4% | -71.8% | +73.2% | +0.6% |
| 3M | +19.4% | -88.9% | +108.3% | +17.4% |
| 6M | +93.6% | -95.4% | +189.0% | +91.7% |
| YTD | +35.1% | -94.2% | +129.3% | +31.8% |
| 1Y | +3.4% | -97.1% | +100.5% | +1.6% |
| All | +4.0% | -98.1% | +102.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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