+16.2%
NSC vs ZBH
+23.3%
-7.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -3.4% | +10.6% | -14.0% | -5.0% |
| 30D | +3.6% | +20.4% | -16.8% | +0.3% |
| 3M | -1.4% | +10.0% | -11.4% | -3.1% |
| 6M | +6.0% | +31.0% | -25.1% | +0.3% |
| YTD | +15.5% | +20.3% | -4.8% | +10.4% |
| 1Y | +16.2% | +22.2% | -6.0% | +10.5% |
| All | +16.2% | +23.3% | -7.1% | +10.5% |
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 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