+335.7%
NSC vs VEEV
+538.1%
-202.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -2.0% | -7.1% | +5.0% | -0.8% |
| 30D | -3.2% | +11.1% | -14.3% | -5.4% |
| 3M | +3.9% | +55.5% | -51.6% | -5.1% |
| 6M | +7.8% | +33.4% | -25.6% | +0.9% |
| YTD | +13.4% | +16.8% | -3.4% | +8.7% |
| 1Y | +20.3% | -7.7% | +28.1% | +20.7% |
| 3Y | +76.1% | +18.4% | +57.7% | +64.1% |
| 5Y | +45.0% | -14.8% | +59.8% | +40.8% |
| 10Y | +335.7% | +546.5% | -210.8% | +148.3% |
| All | +335.7% | +538.1% | -202.4% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling