+18.2%
NKE vs VEEV
+590.5%
-572.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -4.2% | -4.6% | +0.4% | -3.2% |
| 30D | -8.2% | +8.6% | -16.8% | -10.2% |
| 3M | -19.1% | +62.4% | -81.5% | -27.8% |
| 6M | -32.6% | +40.3% | -72.9% | -38.2% |
| YTD | -40.7% | +17.5% | -58.3% | -43.5% |
| 1Y | -48.9% | -6.1% | -42.8% | -49.0% |
| 3Y | -59.2% | +16.7% | -75.9% | -62.1% |
| 5Y | -75.3% | -13.3% | -62.0% | -76.4% |
| 10Y | -23.1% | +550.5% | -573.5% | -46.8% |
| All | +18.2% | +590.5% | -572.3% | -22.0% |
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