Rollback When Query Abort Thru ISQLW ?

This morning I needed to update some bad address's in our production DB. I ran this query in ISQLW:

UPDATE mytable SET city = 'blah' WHERE city <> 'blah'
GO

it should have been:
UPDATE mytable SET city = 'blah' WHERE city <> 'blah' AND name = 'blah'
GO

So I basically started updating my entire DB rather than just a handful of records. The query seemed to be running too long (30seconds) then I noticed and clicked the Cancel button. Does this transaction get rolled back when you click cancel? Im not sure where to look to see if the rollback occurred.?

I do have a way to re-update all the address's and a backup but Ive never restored and Im not sure I even need to. I could also run a query to group all the address's but it will be very difficult to tell what got updated. Where talking about 500k records.

Thanks!