+15,768.5%
NOC vs BN
+15,251.3%
+517.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | -7.2% | -9.5% | +2.3% | -5.3% |
| 3M | -5.1% | -10.4% | +5.3% | -3.0% |
| 6M | -31.1% | -6.4% | -24.7% | -30.4% |
| YTD | -8.6% | -11.9% | +3.3% | -6.7% |
| 1Y | -9.7% | -8.6% | -1.1% | -8.7% |
| 3Y | +24.3% | +77.6% | -53.3% | +6.6% |
| 5Y | +52.6% | +37.0% | +15.6% | +35.4% |
| 10Y | +183.6% | +266.4% | -82.8% | +98.6% |
| All | +15,768.5% | +15,251.3% | +517.1% | +8,612.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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