+298.3%
NSC vs ZBH
+17.3%
+281.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -3.4% | +10.6% | -14.0% | -7.6% |
| 30D | +3.6% | +20.4% | -16.8% | -4.3% |
| 3M | -1.4% | +10.0% | -11.4% | -5.9% |
| 6M | +6.0% | +31.0% | -25.1% | -6.5% |
| YTD | +15.5% | +20.3% | -4.8% | +4.8% |
| 1Y | +16.2% | +22.2% | -6.0% | +4.7% |
| 3Y | +76.9% | +4.7% | +72.2% | +65.7% |
| 5Y | +29.3% | -13.7% | +43.0% | +29.9% |
| 10Y | +298.3% | +19.3% | +279.0% | +247.0% |
| All | +298.3% | +17.3% | +281.0% | +247.0% |
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