+302.3%
NEM vs VEEV
+556.2%
-253.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | -4.6% | +3.6% | -0.5% |
| 30D | +7.8% | +8.6% | -0.8% | +6.6% |
| 3M | +30.2% | +62.4% | -32.2% | +22.7% |
| 6M | +9.6% | +40.3% | -30.6% | +4.8% |
| YTD | +27.8% | +17.5% | +10.3% | +24.8% |
| 1Y | +60.7% | -6.1% | +66.8% | +61.1% |
| 3Y | +245.3% | +16.7% | +228.6% | +231.5% |
| 5Y | +155.3% | -13.3% | +168.7% | +148.1% |
| All | +302.3% | +556.2% | -253.9% | +229.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling