+5.0%
VEEV vs NLY
+0.3%
+4.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | +2.1% | -2.1% | -0.7% |
| 30D | +9.4% | +2.3% | +7.0% | +8.6% |
| 3M | +45.2% | -13.7% | +58.9% | +53.4% |
| 6M | +81.1% | -9.6% | +90.8% | +88.6% |
| YTD | +38.9% | -6.5% | +45.4% | +44.2% |
| 1Y | +5.0% | -0.6% | +5.6% | +8.3% |
| All | +5.0% | +0.3% | +4.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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