+83.6%
NOC vs BBIO
+136.7%
-53.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -3.2% | +4.0% | +0.8% |
| 30D | -9.7% | -13.6% | +3.9% | -9.4% |
| 3M | -5.6% | +7.2% | -12.9% | -5.8% |
| 6M | -28.6% | +1.5% | -30.1% | -28.7% |
| YTD | -7.9% | -5.3% | -2.6% | -7.9% |
| 1Y | -9.5% | +37.7% | -47.2% | -10.3% |
| 3Y | +28.4% | +153.9% | -125.5% | +25.0% |
| 5Y | +59.0% | +43.9% | +15.1% | +52.4% |
| All | +83.6% | +136.7% | -53.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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