+298.3%
NSC vs VEEV
+664.3%
-366.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.5% |
| 30D | +3.6% | +3.2% | +0.4% | +3.0% |
| 3M | -1.4% | +30.2% | -31.6% | -6.5% |
| 6M | +6.0% | +83.7% | -77.7% | -6.5% |
| YTD | +15.5% | +36.9% | -21.4% | +7.4% |
| 1Y | +16.2% | +3.3% | +12.9% | +14.3% |
| 3Y | +76.9% | +85.1% | -8.1% | +51.0% |
| 5Y | +29.3% | -2.6% | +31.9% | +22.7% |
| 10Y | +298.3% | +676.7% | -378.4% | +134.8% |
| All | +298.3% | +664.3% | -366.0% | +134.8% |
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