+342.0%
NSC vs ZBH
-18.3%
+360.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.5% | +1.1% |
| 7D | -1.5% | -5.2% | +3.7% | +0.6% |
| 30D | -1.9% | -2.4% | +0.5% | -1.1% |
| 3M | +6.2% | +8.3% | -2.0% | +2.3% |
| 6M | +9.2% | +0.7% | +8.5% | +7.7% |
| YTD | +15.0% | +5.3% | +9.7% | +11.1% |
| 1Y | +21.1% | -9.1% | +30.2% | +23.2% |
| 3Y | +78.6% | -19.7% | +98.3% | +88.4% |
| 5Y | +45.9% | -31.3% | +77.2% | +61.6% |
| All | +342.0% | -18.3% | +360.2% | +308.3% |
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