+33.0%
BLK vs NOC
+58.2%
-25.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -6.5% | -9.7% | +3.2% | -5.3% |
| 3M | +6.7% | -5.6% | +12.4% | +7.5% |
| 6M | +14.7% | -28.6% | +43.3% | +19.3% |
| YTD | +2.5% | -7.9% | +10.4% | +2.8% |
| 1Y | -2.8% | -9.5% | +6.8% | -2.3% |
| 3Y | +65.9% | +28.4% | +37.5% | +56.7% |
| All | +33.0% | +58.2% | -25.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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