+72.7%
NEM vs VEEV
+2.5%
+70.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +23.1% | +28.8% | -5.8% | +23.5% |
| 3M | +18.5% | +54.0% | -35.5% | +19.5% |
| 6M | +7.8% | +46.0% | -38.2% | +10.6% |
| YTD | +29.1% | +23.2% | +5.9% | +34.0% |
| 1Y | +72.7% | +1.9% | +70.8% | +85.0% |
| All | +72.7% | +2.5% | +70.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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