+16.7%
VEEV vs NVS
+54.2%
-37.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.6% | -14.3% | +9.7% | -2.8% |
| 30D | +8.6% | -10.0% | +18.6% | +10.0% |
| 3M | +62.4% | -10.9% | +73.3% | +64.6% |
| 6M | +40.3% | -12.0% | +52.2% | +42.5% |
| YTD | +17.5% | +2.5% | +15.0% | +15.2% |
| 1Y | -6.1% | +10.7% | -16.8% | -9.7% |
| 3Y | +16.7% | +53.3% | -36.6% | +1.9% |
| All | +16.7% | +54.2% | -37.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling