+544.5%
NEM vs VEEV
+596.9%
-52.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.4% |
| 7D | +3.9% | -5.2% | +9.0% | +4.4% |
| 30D | +12.7% | +14.9% | -2.2% | +11.0% |
| 3M | +28.7% | +58.4% | -29.7% | +22.4% |
| 6M | +9.8% | +35.5% | -25.7% | +5.9% |
| YTD | +28.1% | +18.6% | +9.5% | +25.2% |
| 1Y | +69.3% | -6.3% | +75.7% | +69.5% |
| 3Y | +247.7% | +20.2% | +227.5% | +234.6% |
| 5Y | +153.4% | -13.8% | +167.2% | +147.1% |
| 10Y | +291.3% | +542.0% | -250.8% | +221.0% |
| All | +544.5% | +596.9% | -52.5% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling