+16.0%
VEEV vs NWSA
+43.0%
-26.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -8.2% | -4.8% | -3.5% | -6.2% |
| 30D | +10.3% | +3.0% | +7.3% | +9.0% |
| 3M | +59.4% | +9.3% | +50.1% | +53.2% |
| 6M | +37.6% | +23.2% | +14.4% | +25.7% |
| YTD | +16.9% | +13.3% | +3.6% | +10.3% |
| 1Y | -5.0% | +2.9% | -7.9% | -7.2% |
| All | +16.0% | +43.0% | -26.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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