+433.9%
NSC vs VEEV
+699.3%
-265.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -2.1% |
| 7D | -6.2% | -2.9% | -3.3% | -5.8% |
| 30D | +2.6% | +7.5% | -4.9% | +1.3% |
| 3M | -5.8% | +39.5% | -45.3% | -11.2% |
| 6M | +2.1% | +81.5% | -79.4% | -8.3% |
| YTD | +12.7% | +36.1% | -23.4% | +5.7% |
| 1Y | +15.9% | +4.3% | +11.6% | +13.7% |
| 3Y | +74.0% | +54.8% | +19.2% | +56.5% |
| 5Y | +25.2% | -4.7% | +29.9% | +19.3% |
| 10Y | +326.2% | +709.1% | -382.8% | +181.2% |
| All | +433.9% | +699.3% | -265.3% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling