+14,546.7%
NVDA vs VEEV
+556.2%
+13,990.5%
-66.3%
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% | -0.3% |
| 7D | -5.1% | -4.6% | -0.5% | -2.6% |
| 30D | -2.5% | +8.6% | -11.1% | -7.4% |
| 3M | +6.7% | +62.4% | -55.8% | -20.7% |
| 6M | +17.6% | +40.3% | -22.6% | -6.6% |
| YTD | +17.3% | +17.5% | -0.2% | +2.1% |
| 1Y | +23.5% | -6.1% | +29.6% | +22.1% |
| 3Y | +384.6% | +16.7% | +367.9% | +290.8% |
| 5Y | +875.4% | -13.3% | +888.8% | +825.7% |
| All | +14,546.7% | +556.2% | +13,990.5% | +4,152.9% |
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