+3.4%
VEEV vs IRE
-97.6%
+100.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | -0.5% |
| 7D | -0.7% | -31.8% | +31.1% | -1.2% |
| 30D | +1.4% | -71.8% | +73.2% | +0.2% |
| 3M | +19.4% | -88.9% | +108.3% | +16.5% |
| 6M | +93.6% | -95.4% | +189.0% | +90.1% |
| YTD | +35.1% | -94.2% | +129.3% | +31.8% |
| 1Y | +3.4% | -97.1% | +100.5% | -0.4% |
| All | +3.4% | -97.6% | +100.9% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling