+4.8%
VEEV vs IRE
-97.2%
+102.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +39.6% | -41.6% | -1.6% |
| 7D | -2.9% | -27.2% | +24.2% | -3.0% |
| 30D | +7.5% | -75.1% | +82.6% | +6.6% |
| 3M | +39.5% | -77.9% | +117.3% | +38.2% |
| 6M | +81.5% | -94.6% | +176.1% | +80.7% |
| YTD | +36.1% | -91.5% | +127.6% | +33.2% |
| 1Y | +4.3% | -97.8% | +102.1% | +4.4% |
| All | +4.8% | -97.2% | +102.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling