+447.6%
NSC vs VEEV
+623.9%
-176.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.0% |
| 7D | -5.5% | -0.6% | -4.9% | -5.5% |
| 30D | -3.2% | +28.8% | -32.1% | -7.5% |
| 3M | +7.7% | +54.0% | -46.4% | -0.3% |
| 6M | +4.5% | +46.0% | -41.4% | -2.9% |
| YTD | +15.6% | +23.2% | -7.7% | +10.3% |
| 1Y | +19.8% | +1.9% | +18.0% | +17.9% |
| 3Y | +70.1% | +27.0% | +43.1% | +58.3% |
| 5Y | +46.1% | -13.4% | +59.5% | +41.5% |
| 10Y | +328.1% | +575.2% | -247.1% | +189.8% |
| All | +447.6% | +623.9% | -176.3% | +248.1% |
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