+137.3%
ADBE vs NOC
+160.0%
-22.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +1.6% | +4.8% | -3.3% | +0.3% |
| 30D | +1.0% | +11.0% | -10.0% | -1.7% |
| 3M | -10.1% | -3.8% | -6.3% | -9.4% |
| 6M | +3.0% | +0.6% | +2.3% | +2.4% |
| YTD | -30.5% | -2.3% | -28.3% | -31.2% |
| 1Y | -27.1% | +0.3% | -27.4% | -28.5% |
| 3Y | -58.8% | +24.6% | -83.4% | -63.0% |
| 5Y | -63.0% | +66.0% | -129.0% | -71.6% |
| All | +137.3% | +160.0% | -22.7% | +42.2% |
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