+58.9%
NOC vs VEEV
-14.9%
+73.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.8% | -8.2% | +6.5% | -1.5% |
| 30D | -9.4% | +10.3% | -19.8% | -9.7% |
| 3M | -3.8% | +59.4% | -63.2% | -5.0% |
| 6M | -28.8% | +37.6% | -66.3% | -29.4% |
| YTD | -7.9% | +16.9% | -24.8% | -8.4% |
| 1Y | -9.0% | -5.0% | -4.1% | -9.0% |
| 3Y | +29.1% | +18.5% | +10.6% | +27.7% |
| 5Y | +58.9% | -13.8% | +72.8% | +58.0% |
| All | +58.9% | -14.9% | +73.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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