+18.3%
NSC vs ZBH
+18.8%
-0.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.3% |
| 7D | +1.6% | -2.1% | +3.8% | +2.0% |
| 30D | +4.2% | +13.6% | -9.4% | +1.9% |
| 3M | -0.2% | +7.1% | -7.3% | -1.5% |
| 6M | +7.6% | +26.1% | -18.5% | +2.5% |
| YTD | +17.4% | +17.2% | +0.2% | +12.6% |
| 1Y | +18.3% | +17.4% | +0.9% | +13.4% |
| All | +18.3% | +18.8% | -0.5% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling