-7.5%
NOC vs BBY
+33.0%
-40.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.0% | -12.5% | -4.9% |
| 7D | -5.0% | +4.5% | -9.5% | -5.1% |
| 30D | +10.3% | +16.0% | -5.6% | +9.4% |
| 3M | -4.3% | +18.6% | -22.9% | -5.3% |
| 6M | -6.5% | +80.1% | -86.6% | -11.0% |
| YTD | -6.7% | +57.4% | -64.2% | -8.8% |
| 1Y | -7.5% | +34.5% | -42.0% | -9.1% |
| All | -7.5% | +33.0% | -40.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling