+553.9%
NOC vs VEEV
+596.9%
-43.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.0% |
| 7D | -2.7% | -5.2% | +2.5% | -2.2% |
| 30D | -8.9% | +14.9% | -23.8% | -10.1% |
| 3M | -3.7% | +58.4% | -62.0% | -7.8% |
| 6M | -30.8% | +35.5% | -66.3% | -33.0% |
| YTD | -7.9% | +18.6% | -26.6% | -9.9% |
| 1Y | -9.4% | -6.3% | -3.1% | -9.5% |
| 3Y | +29.0% | +20.2% | +8.8% | +24.4% |
| 5Y | +56.1% | -13.8% | +69.9% | +53.9% |
| 10Y | +186.3% | +542.0% | -355.8% | +118.7% |
| All | +553.9% | +596.9% | -43.1% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling