+248.9%
NVO vs VEEV
+586.8%
-337.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -7.4% | -8.2% | +0.9% | -6.0% |
| 30D | -5.5% | +10.3% | -15.8% | -7.4% |
| 3M | +4.1% | +59.4% | -55.3% | -4.7% |
| 6M | +19.3% | +37.6% | -18.2% | +11.8% |
| YTD | -9.2% | +16.9% | -26.1% | -12.4% |
| 1Y | -15.0% | -5.0% | -10.1% | -15.4% |
| 3Y | -50.9% | +18.5% | -69.3% | -53.4% |
| 5Y | -0.9% | -13.8% | +13.0% | -3.4% |
| 10Y | +152.4% | +547.0% | -394.5% | +86.2% |
| All | +248.9% | +586.8% | -337.9% | +140.7% |
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