+66.0%
NOC vs BAX
-63.3%
+129.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | +13.6% | +6.3% | +7.3% | +12.9% |
| 3M | -3.9% | -4.6% | +0.7% | -3.5% |
| 6M | +1.4% | +50.4% | -49.0% | -2.8% |
| YTD | -2.2% | +38.0% | -40.2% | -6.2% |
| 1Y | -1.2% | +44.6% | -45.8% | -5.8% |
| 3Y | +25.0% | -15.1% | +40.2% | +24.7% |
| 5Y | +66.0% | -63.3% | +129.3% | +81.8% |
| All | +66.0% | -63.3% | +129.3% | +81.8% |
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