-9.4%
ABT vs NOC
+55.2%
-64.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.7% | -1.6% | -3.2% | -4.5% |
| 30D | -3.1% | -10.4% | +7.3% | -1.6% |
| 3M | +16.1% | -5.6% | +21.7% | +17.0% |
| 6M | -5.3% | -30.4% | +25.1% | -0.9% |
| YTD | -14.4% | -8.5% | -6.0% | -13.8% |
| 1Y | -18.4% | -8.3% | -10.1% | -17.8% |
| 3Y | +11.2% | +28.2% | -17.0% | +6.1% |
| 5Y | -9.4% | +56.7% | -66.1% | -15.3% |
| All | -9.4% | +55.2% | -64.6% | -15.3% |
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