+56.7%
NOC vs BAX
-67.6%
+124.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -1.6% | -5.1% | +3.5% | -1.1% |
| 30D | -10.4% | -12.2% | +1.8% | -9.2% |
| 3M | -5.6% | +21.8% | -27.4% | -7.7% |
| 6M | -30.4% | +36.3% | -66.7% | -32.8% |
| YTD | -8.5% | +27.8% | -36.3% | -11.6% |
| 1Y | -8.3% | -0.1% | -8.3% | -9.1% |
| 3Y | +28.2% | -33.3% | +61.5% | +32.1% |
| 5Y | +56.7% | -67.1% | +123.8% | +84.2% |
| All | +56.7% | -67.6% | +124.3% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling