+40.7%
ABBV vs NOC
-7.1%
+47.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.5% |
| 7D | +3.1% | -5.0% | +8.1% | +3.6% |
| 30D | +11.6% | +10.3% | +1.3% | +10.4% |
| 3M | +21.7% | -4.3% | +26.0% | +21.8% |
| 6M | +43.5% | -6.5% | +50.0% | +43.8% |
| YTD | +32.9% | -6.7% | +39.6% | +38.5% |
| 1Y | +40.7% | -7.5% | +48.1% | +47.1% |
| All | +40.7% | -7.1% | +47.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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