+59.1%
NOC vs BNS
+94.7%
-35.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -9.7% | +3.5% | -13.2% | -10.2% |
| 3M | -5.6% | +14.1% | -19.7% | -7.6% |
| 6M | -28.6% | +33.8% | -62.4% | -31.8% |
| YTD | -7.9% | +29.5% | -37.3% | -11.7% |
| 1Y | -9.5% | +48.4% | -57.9% | -15.1% |
| 3Y | +28.4% | +129.6% | -101.2% | +11.4% |
| All | +59.1% | +94.7% | -35.5% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling