+543.1%
VEEV vs NVMI
+3,158.6%
-2,615.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +8.6% | -8.4% | +17.0% | +10.9% |
| 3M | +62.4% | -33.6% | +96.0% | +77.1% |
| 6M | +40.3% | -14.7% | +54.9% | +38.0% |
| YTD | +17.5% | +13.2% | +4.3% | +3.8% |
| 1Y | -6.1% | +29.0% | -35.1% | -21.8% |
| 3Y | +16.7% | +215.0% | -198.3% | -38.0% |
| 5Y | -13.3% | +268.6% | -281.9% | -58.4% |
| All | +543.1% | +3,158.6% | -2,615.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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