+22.0%
BMY vs NOC
+28.0%
-6.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -4.8% | -1.6% | -3.2% | -4.5% |
| 30D | -0.7% | -10.4% | +9.7% | +1.5% |
| 3M | +15.3% | -5.6% | +20.9% | +16.5% |
| 6M | +8.5% | -30.4% | +38.9% | +15.7% |
| YTD | +23.4% | -8.5% | +31.9% | +24.8% |
| 1Y | +42.9% | -8.3% | +51.3% | +44.2% |
| All | +22.0% | +28.0% | -6.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling