+188.2%
VEEV vs NIO
-51.7%
+239.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | -0.7% | -14.5% | +13.7% | +0.7% |
| 30D | +1.4% | -15.0% | +16.4% | +2.9% |
| 3M | +19.4% | -35.6% | +54.9% | +24.1% |
| 6M | +93.6% | -55.7% | +149.3% | +108.1% |
| YTD | +35.1% | -43.1% | +78.2% | +40.6% |
| 1Y | +3.4% | -53.5% | +56.9% | +9.6% |
| 3Y | +81.4% | -59.8% | +141.2% | +86.7% |
| 5Y | -5.1% | -93.2% | +88.1% | +8.6% |
| All | +188.2% | -51.7% | +239.9% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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