-9.1%
NVTS vs VEEV
-18.0%
+8.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | -1.4% | -4.6% | +3.2% | +1.0% |
| 30D | -16.5% | +8.6% | -25.2% | -21.6% |
| 3M | -47.6% | +62.4% | -110.1% | -62.3% |
| 6M | +7.3% | +40.3% | -33.0% | -17.5% |
| YTD | +62.9% | +17.5% | +45.3% | +41.0% |
| 1Y | +91.3% | -6.1% | +97.4% | +93.6% |
| 3Y | +43.4% | +16.7% | +26.7% | +14.9% |
| All | -9.1% | -18.0% | +8.9% | -20.4% |
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