+189.8%
NOC vs ZBH
-16.2%
+206.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +0.8% | -4.7% | +5.4% | +1.6% |
| 30D | -9.7% | -4.5% | -5.2% | -9.0% |
| 3M | -5.6% | +7.6% | -13.2% | -7.2% |
| 6M | -28.6% | +0.3% | -28.9% | -28.9% |
| YTD | -7.9% | +4.5% | -12.4% | -9.1% |
| 1Y | -9.5% | -9.4% | -0.1% | -8.6% |
| 3Y | +28.4% | -21.5% | +49.9% | +32.1% |
| 5Y | +59.0% | -28.4% | +87.4% | +64.4% |
| All | +189.8% | -16.2% | +206.0% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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