+65.8%
NOC vs VRSN
+34.7%
+31.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +11.0% | +3.9% | +7.2% | +10.3% |
| 3M | -3.8% | +9.3% | -13.1% | -5.2% |
| 6M | +0.6% | +6.7% | -6.0% | -0.7% |
| YTD | -2.3% | +30.0% | -32.3% | -7.2% |
| 1Y | +0.3% | +26.0% | -25.8% | -4.3% |
| 3Y | +24.6% | +53.1% | -28.5% | +13.3% |
| All | +65.8% | +34.7% | +31.1% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling