-13.8%
VEEV vs IRM
+186.9%
-200.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -8.2% | -1.8% | -6.4% | -7.8% |
| 30D | +10.3% | -7.8% | +18.1% | +12.6% |
| 3M | +59.4% | -7.9% | +67.2% | +62.0% |
| 6M | +37.6% | +6.3% | +31.2% | +32.9% |
| YTD | +16.9% | +38.2% | -21.2% | +2.9% |
| 1Y | -5.0% | +19.8% | -24.8% | -12.5% |
| 3Y | +18.5% | +98.8% | -80.3% | -16.6% |
| 5Y | -13.8% | +191.8% | -205.6% | -51.0% |
| All | -13.8% | +186.9% | -200.7% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling