+29.0%
NOC vs BAX
-32.5%
+61.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | -8.9% | -9.7% | +0.9% | -8.3% |
| 3M | -3.7% | +29.3% | -32.9% | -5.3% |
| 6M | -30.8% | +40.7% | -71.5% | -32.4% |
| YTD | -7.9% | +30.3% | -38.2% | -10.1% |
| 1Y | -9.4% | +3.4% | -12.8% | -10.3% |
| 3Y | +29.0% | -32.0% | +61.0% | +32.3% |
| All | +29.0% | -32.5% | +61.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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