+58.9%
NOC vs ZBH
-31.2%
+90.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -1.8% | -6.6% | +4.8% | -0.9% |
| 30D | -9.4% | -4.9% | -4.5% | -8.8% |
| 3M | -3.8% | +5.1% | -9.0% | -4.7% |
| 6M | -28.8% | +1.3% | -30.1% | -29.1% |
| YTD | -7.9% | +3.4% | -11.2% | -8.6% |
| 1Y | -9.0% | -8.7% | -0.4% | -8.5% |
| 3Y | +29.1% | -21.2% | +50.3% | +31.9% |
| 5Y | +58.9% | -29.2% | +88.1% | +63.1% |
| All | +58.9% | -31.2% | +90.1% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling