+140.2%
NI vs VEEV
+556.2%
-416.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | 0.0% | -4.6% | +4.7% | +0.5% |
| 30D | -1.4% | +8.6% | -10.0% | -2.3% |
| 3M | -10.6% | +62.4% | -73.0% | -14.9% |
| 6M | -9.3% | +40.3% | -49.6% | -12.7% |
| YTD | +1.1% | +17.5% | -16.4% | -1.0% |
| 1Y | +3.4% | -6.1% | +9.5% | +3.6% |
| 3Y | +67.9% | +16.7% | +51.2% | +62.2% |
| 5Y | +98.0% | -13.3% | +111.3% | +94.9% |
| All | +140.2% | +556.2% | -416.0% | +83.9% |
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 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