-12.2%
VEEV vs NVS
+92.9%
-105.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.6% | -14.3% | +9.7% | -1.4% |
| 30D | +8.6% | -10.0% | +18.6% | +10.9% |
| 3M | +62.4% | -10.9% | +73.3% | +66.1% |
| 6M | +40.3% | -12.0% | +52.2% | +43.7% |
| YTD | +17.5% | +2.5% | +15.0% | +14.3% |
| 1Y | -6.1% | +10.7% | -16.8% | -11.1% |
| 3Y | +16.7% | +53.3% | -36.6% | -3.1% |
| All | -12.2% | +92.9% | -105.2% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling