+15,786.6%
NOC vs BDX
+5,237.1%
+10,549.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -1.6% | -3.6% | +2.0% | -0.7% |
| 30D | -10.4% | +0.7% | -11.1% | -10.6% |
| 3M | -5.6% | +19.0% | -24.6% | -10.0% |
| 6M | -30.4% | +10.8% | -41.2% | -32.5% |
| YTD | -8.5% | +20.1% | -28.6% | -13.2% |
| 1Y | -8.3% | +23.1% | -31.4% | -13.7% |
| 3Y | +28.2% | -8.8% | +37.0% | +28.4% |
| 5Y | +56.7% | -1.4% | +58.2% | +52.8% |
| 10Y | +189.3% | +60.5% | +128.8% | +146.2% |
| All | +15,786.6% | +5,237.1% | +10,549.5% | +6,808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling