+1,351.1%
ABBV vs NOC
+915.9%
+435.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +2.2% | +4.5% | -2.4% | +0.9% |
| 30D | +8.0% | +14.1% | -6.1% | +4.0% |
| 3M | +19.1% | -4.5% | +23.5% | +20.2% |
| 6M | +43.5% | -0.8% | +44.3% | +43.1% |
| YTD | +32.7% | -2.5% | +35.2% | +31.9% |
| 1Y | +30.0% | -0.1% | +30.1% | +28.3% |
| 3Y | +134.7% | +24.6% | +110.1% | +113.2% |
| 5Y | +200.6% | +65.6% | +135.1% | +139.7% |
| 10Y | +601.3% | +160.5% | +440.8% | +344.6% |
| All | +1,351.1% | +915.9% | +435.2% | +401.0% |
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