-7.5%
NOC vs VRSN
+31.7%
-39.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.9% | -4.6% |
| 7D | -5.0% | +3.6% | -8.5% | -5.2% |
| 30D | +10.3% | +8.8% | +1.5% | +9.7% |
| 3M | -4.3% | +6.6% | -10.9% | -4.7% |
| 6M | -6.5% | +16.7% | -23.2% | -8.0% |
| YTD | -6.7% | +32.1% | -38.9% | -9.5% |
| 1Y | -7.5% | +34.1% | -41.6% | -9.9% |
| All | -7.5% | +31.7% | -39.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling