+32.3%
NSC vs EXEL
+281.2%
-249.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +1.7% | +13.1% | -11.4% | +0.2% |
| 3M | -2.6% | +36.3% | -38.9% | -6.2% |
| 6M | +6.4% | +34.5% | -28.1% | +2.3% |
| YTD | +15.5% | +57.4% | -41.9% | +8.3% |
| 1Y | +17.6% | +62.9% | -45.3% | +9.6% |
| 3Y | +75.0% | +229.5% | -154.5% | +41.8% |
| All | +32.3% | +281.2% | -249.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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