+1,156.2%
ABBV vs NOC
+852.7%
+303.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.7% |
| 7D | +0.4% | -5.2% | +5.6% | +1.9% |
| 30D | +4.2% | -7.2% | +11.4% | +6.3% |
| 3M | +14.8% | -5.1% | +19.9% | +16.2% |
| 6M | +10.3% | -31.1% | +41.3% | +21.8% |
| YTD | +14.9% | -8.6% | +23.5% | +16.5% |
| 1Y | +24.1% | -9.7% | +33.9% | +26.1% |
| 3Y | +91.9% | +24.3% | +67.7% | +73.9% |
| 5Y | +176.0% | +52.6% | +123.4% | +125.3% |
| 10Y | +502.9% | +183.6% | +319.3% | +263.1% |
| All | +1,156.2% | +852.7% | +303.5% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling