+60.7%
BMY vs NOC
+192.5%
-131.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.8% | +0.8% | -5.5% | -5.0% |
| 30D | -0.1% | -9.7% | +9.6% | +2.7% |
| 3M | +13.1% | -5.6% | +18.8% | +14.7% |
| 6M | +8.4% | -28.6% | +37.0% | +18.7% |
| YTD | +22.0% | -7.9% | +29.8% | +23.6% |
| 1Y | +40.3% | -9.5% | +49.8% | +42.8% |
| 3Y | +20.5% | +28.4% | -7.8% | +8.7% |
| 5Y | +23.7% | +59.0% | -35.2% | +0.6% |
| All | +60.7% | +192.5% | -131.8% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling