+655.7%
VEEV vs IRM
+520.0%
+135.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -0.7% | +6.8% | -7.5% | -2.4% |
| 30D | +1.4% | +2.6% | -1.2% | +0.4% |
| 3M | +19.4% | -9.5% | +28.8% | +21.7% |
| 6M | +93.6% | -8.5% | +102.1% | +96.0% |
| YTD | +35.1% | +40.3% | -5.2% | +19.9% |
| 1Y | +3.4% | +28.7% | -25.3% | -6.1% |
| 3Y | +81.4% | +111.8% | -30.5% | +37.1% |
| 5Y | -5.1% | +189.1% | -194.2% | -35.1% |
| All | +655.7% | +520.0% | +135.7% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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