+66.0%
NOC vs EXEL
+286.3%
-220.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.9% | -2.8% | +7.7% | +4.9% |
| 30D | +13.6% | +18.2% | -4.6% | +13.1% |
| 3M | -3.9% | +37.7% | -41.6% | -4.7% |
| 6M | +1.4% | +42.2% | -40.8% | +0.4% |
| YTD | -2.2% | +61.3% | -63.5% | -3.7% |
| 1Y | -1.2% | +64.5% | -65.7% | -2.8% |
| 3Y | +25.0% | +236.7% | -211.6% | +14.5% |
| 5Y | +66.0% | +296.3% | -230.3% | +47.8% |
| All | +66.0% | +286.3% | -220.3% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling