+154.0%
NEM vs VEEV
-14.9%
+168.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.3% | -8.2% | +4.9% | -2.4% |
| 30D | +7.8% | +10.3% | -2.5% | +6.5% |
| 3M | +36.3% | +59.4% | -23.1% | +29.0% |
| 6M | +6.6% | +37.6% | -31.0% | +2.5% |
| YTD | +27.1% | +16.9% | +10.2% | +24.8% |
| 1Y | +62.3% | -5.0% | +67.3% | +63.5% |
| 3Y | +245.1% | +18.5% | +226.6% | +230.0% |
| 5Y | +154.0% | -13.8% | +167.8% | +129.9% |
| All | +154.0% | -14.9% | +168.8% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling