Not to encourage gender stereotyping, but boys generally reach physical milestones faster. At this age, since most of the milestones are physical, your nephew is probably going to do alot of things first. Oh well. Like you said, she's great, and she's healthy. That's all that matters. However, you're daughter will likely reach non-physical milestones quicker. When your daughter is potty trained and talking, and your nephew is not, I imagine that will shut your sister-in-law up.
In the meantime, try to remember a couple key things. Most men are competitive by nature. So your husband is probably going to envy your nephew's achievements for quite awhile. It doesn't mean that he loves your daughter any less. This also ends up compounded with the fact that I'm sure he loves all three of your sister-in-law's children. So he's also proud of what they achieve, anyway.
Another way to help get through this period of time is to ask specifically about the older kids from time to time, to remind your sister-in-law that it's not about some race between the babies, but about checking onhow the family is. I can't recall if you said what genders the older kids are. But, if this is her first boy, she might just be overly excited to have a little boy for a change. And if she has all boys, that would explain ALOT, as she's likely jealous that you have a little girl.
Some parents are just competitive. Your sister-in-law is not going to be the only one you meet, by a long shot. I'd even go so far as to say that most parents are at least a tiny bit competitive. But it still wears thin when you are faced with in all the time. Just remember that she is comparing your children out of some sense of insecurity that she feels. It's not that she thinks her child is better. It's that she needs to feel that she is special, even if it's through her child's achievements.