+78.9%
NSC vs ZBH
-18.5%
+97.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -5.5% | -2.8% | -2.7% | -4.8% |
| 30D | -3.2% | -0.1% | -3.1% | -3.2% |
| 3M | +7.7% | +13.4% | -5.8% | +3.9% |
| 6M | +4.5% | +3.0% | +1.5% | +3.2% |
| YTD | +15.6% | +9.7% | +5.9% | +11.9% |
| 1Y | +19.8% | -5.4% | +25.2% | +20.4% |
| All | +78.9% | -18.5% | +97.5% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling