-12.9%
NVTS vs VEEV
-18.4%
+5.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | +0.5% | -8.2% | +8.7% | +4.9% |
| 30D | -18.0% | +10.3% | -28.3% | -23.7% |
| 3M | -45.6% | +59.4% | -105.0% | -60.4% |
| 6M | +28.5% | +37.6% | -9.1% | -0.2% |
| YTD | +56.2% | +16.9% | +39.3% | +35.6% |
| 1Y | +97.7% | -5.0% | +102.7% | +98.3% |
| 3Y | +35.0% | +18.5% | +16.5% | +6.5% |
| All | -12.9% | -18.4% | +5.6% | -23.5% |
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