+640.3%
VEEV vs IRM
+917.6%
-277.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +28.8% | -8.1% | +36.9% | +31.7% |
| 3M | +54.0% | -9.7% | +63.7% | +57.7% |
| 6M | +46.0% | +10.0% | +36.0% | +40.2% |
| YTD | +23.2% | +43.0% | -19.8% | +9.0% |
| 1Y | +1.9% | +32.7% | -30.8% | -8.2% |
| 3Y | +27.0% | +102.7% | -75.7% | -2.6% |
| 5Y | -13.4% | +187.6% | -201.0% | -41.1% |
| 10Y | +575.2% | +420.1% | +155.1% | +265.1% |
| All | +640.3% | +917.6% | -277.3% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling