+2,591.1%
NOC vs BRKR
+172.5%
+2,418.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | -8.7% | +9.4% | +1.6% |
| 30D | -9.7% | -9.9% | +0.2% | -8.9% |
| 3M | -5.6% | -3.1% | -2.6% | -6.0% |
| 6M | -28.6% | +45.5% | -74.1% | -31.8% |
| YTD | -7.9% | +13.7% | -21.6% | -10.2% |
| 1Y | -9.5% | +67.4% | -77.0% | -15.1% |
| 3Y | +28.4% | -13.2% | +41.6% | +25.7% |
| 5Y | +59.0% | -39.5% | +98.4% | +59.3% |
| 10Y | +191.3% | +153.5% | +37.8% | +154.2% |
| All | +2,591.1% | +172.5% | +2,418.7% | +1,909.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling