+28.4%
NOC vs BDX
-10.7%
+39.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +1.0% |
| 7D | -1.8% | -5.4% | +3.7% | -0.8% |
| 30D | -9.4% | -2.2% | -7.3% | -9.2% |
| 3M | -3.8% | +20.1% | -23.9% | -7.0% |
| 6M | -28.8% | +9.1% | -37.8% | -30.0% |
| YTD | -7.9% | +17.9% | -25.8% | -10.8% |
| 1Y | -9.0% | +22.1% | -31.1% | -12.5% |
| All | +28.4% | -10.7% | +39.1% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling