+56.7%
NOC vs BBAI
-71.3%
+128.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | -1.6% | -4.1% | +2.5% | -1.6% |
| 30D | -10.4% | -12.4% | +2.0% | -10.4% |
| 3M | -5.6% | -29.1% | +23.5% | -5.6% |
| 6M | -30.4% | -32.6% | +2.2% | -30.4% |
| YTD | -8.5% | -47.6% | +39.1% | -8.5% |
| 1Y | -8.3% | -41.0% | +32.7% | -8.3% |
| 3Y | +28.2% | +67.5% | -39.2% | +28.5% |
| 5Y | +56.7% | -71.3% | +128.0% | +54.5% |
| All | +56.7% | -71.3% | +128.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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