+875.7%
NVDA vs VEEV
-14.9%
+890.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -4.3% | -8.2% | +3.9% | -0.4% |
| 30D | +0.5% | +10.3% | -9.8% | -4.4% |
| 3M | +9.1% | +59.4% | -50.3% | -14.5% |
| 6M | +18.5% | +37.6% | -19.1% | -1.2% |
| YTD | +17.4% | +16.9% | +0.4% | +5.8% |
| 1Y | +23.4% | -5.0% | +28.4% | +24.0% |
| 3Y | +380.6% | +18.5% | +362.1% | +298.0% |
| 5Y | +875.7% | -13.8% | +889.5% | +906.5% |
| All | +875.7% | -14.9% | +890.6% | +906.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling