-25.9%
ADBE vs NOC
-7.1%
-18.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.1% |
| 7D | -0.5% | -5.0% | +4.4% | -0.4% |
| 30D | +4.1% | +10.3% | -6.3% | +4.2% |
| 3M | -3.5% | -4.3% | +0.8% | -3.8% |
| 6M | -2.2% | -6.5% | +4.4% | -3.4% |
| YTD | -29.0% | -6.7% | -22.3% | -28.4% |
| 1Y | -25.9% | -7.5% | -18.4% | -25.0% |
| All | -25.9% | -7.1% | -18.8% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling