+91.3%
NVTS vs VEEV
-5.2%
+96.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.4% |
| 7D | -1.4% | -4.6% | +3.2% | -2.0% |
| 30D | -16.5% | +8.6% | -25.2% | -15.5% |
| 3M | -47.6% | +62.4% | -110.1% | -45.7% |
| 6M | +7.3% | +40.3% | -33.0% | +17.8% |
| YTD | +62.9% | +17.5% | +45.3% | +103.9% |
| 1Y | +91.3% | -6.1% | +97.4% | +175.3% |
| All | +91.3% | -5.2% | +96.5% | +175.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling