+15,879.4%
NOC vs BBY
+74,802.6%
-58,923.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -2.7% | +8.1% | -10.8% | -3.4% |
| 30D | -8.9% | +8.9% | -17.8% | -9.6% |
| 3M | -3.7% | +22.0% | -25.7% | -5.4% |
| 6M | -30.8% | +37.8% | -68.6% | -32.9% |
| YTD | -7.9% | +37.3% | -45.2% | -10.8% |
| 1Y | -9.4% | +21.6% | -31.0% | -11.4% |
| 3Y | +29.0% | +41.5% | -12.5% | +22.9% |
| 5Y | +56.1% | +1.2% | +54.8% | +51.3% |
| 10Y | +186.3% | +237.8% | -51.5% | +147.1% |
| All | +15,879.4% | +74,802.6% | -58,923.2% | +10,131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling