+70.4%
NOC vs BBAI
-70.8%
+141.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | -5.2% | -4.3% | -0.9% | -5.2% |
| 30D | -7.2% | -3.6% | -3.6% | -7.2% |
| 3M | -5.1% | -38.8% | +33.7% | -5.1% |
| 6M | -31.1% | -23.8% | -7.3% | -31.1% |
| YTD | -8.6% | -45.9% | +37.3% | -8.6% |
| 1Y | -9.7% | -40.8% | +31.0% | -9.7% |
| 3Y | +24.3% | +69.8% | -45.5% | +24.6% |
| 5Y | +52.6% | -70.3% | +123.0% | +49.4% |
| All | +70.4% | -70.8% | +141.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling