+189.8%
NOC vs BDX
+59.3%
+130.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.8% | -3.2% | +3.9% | +1.7% |
| 30D | -9.7% | -2.5% | -7.1% | -9.1% |
| 3M | -5.6% | +21.4% | -27.1% | -11.5% |
| 6M | -28.6% | +10.4% | -39.0% | -31.1% |
| YTD | -7.9% | +18.8% | -26.7% | -13.5% |
| 1Y | -9.5% | +21.7% | -31.2% | -15.8% |
| 3Y | +28.4% | -10.0% | +38.3% | +30.1% |
| 5Y | +59.0% | -1.8% | +60.8% | +54.0% |
| All | +189.8% | +59.3% | +130.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling