+384.6%
NVDA vs VEEV
+18.9%
+365.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -5.1% | -4.6% | -0.5% | -4.1% |
| 30D | -2.5% | +8.6% | -11.1% | -4.3% |
| 3M | +6.7% | +62.4% | -55.8% | -4.7% |
| 6M | +17.6% | +40.3% | -22.6% | +8.9% |
| YTD | +17.3% | +17.5% | -0.2% | +13.8% |
| 1Y | +23.5% | -6.1% | +29.6% | +27.8% |
| 3Y | +384.6% | +16.7% | +367.9% | +381.6% |
| All | +384.6% | +18.9% | +365.7% | +381.6% |
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