-9.5%
NOC vs EXEL
+48.5%
-58.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | +0.8% | -4.9% | +5.7% | +0.4% |
| 30D | -9.7% | +11.4% | -21.1% | -9.1% |
| 3M | -5.6% | +4.9% | -10.5% | -5.3% |
| 6M | -28.6% | +34.4% | -63.0% | -26.5% |
| YTD | -7.9% | +28.0% | -35.9% | -5.6% |
| 1Y | -9.5% | +43.6% | -53.2% | -6.8% |
| All | -9.5% | +48.5% | -58.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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