+1,673.5%
BMY vs NOC
+17,598.2%
-15,924.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.1% | +4.8% | -2.8% | +0.9% |
| 30D | +7.0% | +11.0% | -4.0% | +4.2% |
| 3M | -0.9% | -3.8% | +2.9% | -0.2% |
| 6M | +14.9% | +0.6% | +14.3% | +14.4% |
| YTD | +22.8% | -2.3% | +25.1% | +22.5% |
| 1Y | +36.2% | +0.3% | +36.0% | +35.0% |
| 3Y | +45.7% | +24.6% | +21.1% | +35.5% |
| 5Y | +31.3% | +66.0% | -34.7% | +11.9% |
| 10Y | +60.6% | +161.2% | -100.6% | +20.4% |
| All | +1,673.5% | +17,598.2% | -15,924.7% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling