+604.1%
ABBV vs NOC
+160.0%
+444.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.3% | +4.8% | -3.6% | +0.1% |
| 30D | +4.7% | +11.0% | -6.3% | +2.0% |
| 3M | +18.3% | -3.8% | +22.1% | +19.1% |
| 6M | +43.4% | +0.6% | +42.7% | +42.5% |
| YTD | +33.0% | -2.3% | +35.3% | +32.3% |
| 1Y | +30.8% | +0.3% | +30.6% | +29.2% |
| 3Y | +135.1% | +24.6% | +110.5% | +116.6% |
| 5Y | +201.2% | +66.0% | +135.3% | +147.5% |
| All | +604.1% | +160.0% | +444.1% | +436.2% |
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