+601.8%
VEEV vs NVS
+232.2%
+369.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -7.1% | -15.4% | +8.3% | -0.3% |
| 30D | +11.1% | -12.3% | +23.4% | +16.9% |
| 3M | +55.5% | -7.8% | +63.3% | +59.4% |
| 6M | +33.4% | -13.0% | +46.3% | +39.8% |
| YTD | +16.8% | +2.8% | +14.1% | +12.1% |
| 1Y | -7.7% | +10.6% | -18.4% | -15.1% |
| 3Y | +18.4% | +55.1% | -36.7% | -11.2% |
| 5Y | -14.8% | +91.7% | -106.5% | -44.6% |
| 10Y | +546.5% | +181.2% | +365.3% | +232.1% |
| All | +601.8% | +232.2% | +369.6% | +264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling