+163.0%
VEEV vs NIO
-36.7%
+199.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.1% |
| 7D | -0.6% | -13.0% | +12.5% | +0.7% |
| 30D | +28.8% | -18.3% | +47.1% | +31.2% |
| 3M | +54.0% | -33.2% | +87.2% | +59.7% |
| 6M | +46.0% | -21.5% | +67.4% | +47.9% |
| YTD | +23.2% | -25.5% | +48.7% | +25.2% |
| 1Y | +1.9% | -38.0% | +39.9% | +4.8% |
| 3Y | +27.0% | -65.5% | +92.5% | +32.9% |
| 5Y | -13.4% | -90.6% | +77.2% | -3.7% |
| All | +163.0% | -36.7% | +199.6% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling