-6.4%
NOC vs BRKR
+47.8%
-54.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.0% | +9.0% | -0.4% |
| 7D | -6.6% | -6.4% | -0.2% | -6.6% |
| 30D | +8.7% | -4.0% | +12.8% | +8.8% |
| 3M | -5.4% | +10.7% | -16.1% | -5.1% |
| 6M | -5.1% | +53.0% | -58.1% | -6.5% |
| YTD | -6.8% | +23.6% | -30.4% | -7.2% |
| 1Y | -6.4% | +45.0% | -51.5% | -8.8% |
| All | -6.4% | +47.8% | -54.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling