-59.2%
NKE vs VEEV
+18.9%
-78.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -4.2% | -4.6% | +0.4% | -3.3% |
| 30D | -8.2% | +8.6% | -16.8% | -9.9% |
| 3M | -19.1% | +62.4% | -81.5% | -26.8% |
| 6M | -32.6% | +40.3% | -72.9% | -37.5% |
| YTD | -40.7% | +17.5% | -58.3% | -43.3% |
| 1Y | -48.9% | -6.1% | -42.8% | -49.2% |
| 3Y | -59.2% | +16.7% | -75.9% | -62.2% |
| All | -59.2% | +18.9% | -78.2% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling