+1,506.5%
NOC vs BNS
+1,476.3%
+30.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | -8.9% | +4.5% | -13.4% | -10.4% |
| 3M | -3.7% | +15.8% | -19.5% | -8.6% |
| 6M | -30.8% | +31.5% | -62.3% | -37.2% |
| YTD | -7.9% | +28.6% | -36.6% | -15.9% |
| 1Y | -9.4% | +48.2% | -57.6% | -21.3% |
| 3Y | +29.0% | +130.8% | -101.8% | -5.1% |
| 5Y | +56.1% | +94.9% | -38.8% | +20.1% |
| 10Y | +186.3% | +179.6% | +6.7% | +87.9% |
| All | +1,506.5% | +1,476.3% | +30.2% | +679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling