+181.0%
ABBV vs NOC
+55.2%
+125.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +0.9% |
| 7D | -4.1% | -1.6% | -2.6% | -3.9% |
| 30D | +1.2% | -10.4% | +11.6% | +2.7% |
| 3M | +12.1% | -5.6% | +17.7% | +12.9% |
| 6M | +12.0% | -30.4% | +42.4% | +17.3% |
| YTD | +12.4% | -8.5% | +20.9% | +13.3% |
| 1Y | +22.9% | -8.3% | +31.3% | +23.8% |
| 3Y | +86.8% | +28.2% | +58.5% | +78.2% |
| 5Y | +181.0% | +56.7% | +124.3% | +159.9% |
| All | +181.0% | +55.2% | +125.8% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling