Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ECHO vs NOC✓SelectedUSD · NOCECHO vs NOC performance historyLatest closeAs of-2.25%09/09
Stock and ETF performance explorer

ECHO vs NOC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+251.0%
NOC return
+55.2%
Excess return
+195.8%
Maximum drawdown
-68.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioNOCExcessAlpha
1D-2.2%-0.6%-1.7%-2.2%
7D+5.3%-1.6%+6.9%+5.6%
30D+2.4%-10.4%+12.8%+4.0%
3M-21.8%-5.6%-16.2%-21.2%
6M-16.9%-30.4%+13.5%-13.1%
YTD-16.0%-8.5%-7.5%-14.4%
1Y+9.3%-8.3%+17.6%+11.4%
3Y+406.2%+28.2%+378.0%+385.8%
5Y+251.0%+56.7%+194.2%+209.2%
All+251.0%+55.2%+195.8%+209.2%

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