+201.2%
ABT vs NOC
+192.5%
+8.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -5.0% | -1.8% | -3.2% | -4.5% |
| 30D | -5.8% | -9.4% | +3.6% | -3.3% |
| 3M | +16.7% | -3.8% | +20.6% | +17.7% |
| 6M | -5.2% | -28.8% | +23.5% | +3.5% |
| YTD | -16.0% | -7.9% | -8.1% | -14.9% |
| 1Y | -18.3% | -9.0% | -9.2% | -17.0% |
| 3Y | +9.2% | +29.1% | -19.8% | -2.0% |
| 5Y | -11.6% | +58.9% | -70.5% | -28.9% |
| All | +201.2% | +192.5% | +8.8% | +95.7% |
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