+499.9%
ABBV vs NOC
+192.5%
+307.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +2.0% | -9.4% | +11.4% | +4.4% |
| 3M | +14.2% | -3.8% | +18.0% | +15.0% |
| 6M | +14.1% | -28.8% | +42.8% | +23.4% |
| YTD | +14.2% | -7.9% | +22.1% | +15.4% |
| 1Y | +24.2% | -9.0% | +33.3% | +25.8% |
| 3Y | +89.8% | +29.1% | +60.7% | +72.4% |
| 5Y | +187.2% | +58.9% | +128.2% | +136.8% |
| All | +499.9% | +192.5% | +307.4% | +295.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling