+376.5%
VEEV vs NTR
+97.9%
+278.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | +8.6% | +16.8% | -8.1% | +5.8% |
| 3M | +62.4% | +20.7% | +41.7% | +57.0% |
| 6M | +40.3% | +0.5% | +39.7% | +39.3% |
| YTD | +17.5% | +29.2% | -11.6% | +11.0% |
| 1Y | -6.1% | +39.6% | -45.7% | -12.8% |
| 3Y | +16.7% | +37.9% | -21.2% | +7.0% |
| 5Y | -13.3% | +47.1% | -60.4% | -26.9% |
| All | +376.5% | +97.9% | +278.5% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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