+511.8%
NTAP vs VEEV
+693.5%
-181.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | -18.4% | +1.4% | -19.8% | -18.7% |
| 3M | -11.3% | +19.4% | -30.7% | -15.4% |
| 6M | +53.8% | +93.6% | -39.9% | +30.8% |
| YTD | +72.0% | +35.1% | +36.9% | +57.9% |
| 1Y | +68.0% | +3.4% | +64.7% | +63.5% |
| 3Y | +149.5% | +81.4% | +68.1% | +108.6% |
| 5Y | +125.6% | -5.1% | +130.7% | +111.7% |
| 10Y | +583.1% | +661.2% | -78.1% | +301.8% |
| All | +511.8% | +693.5% | -181.7% | +247.0% |
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