+2,750.3%
NSC vs ZBH
+272.6%
+2,477.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 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% | +23.1% |
| 3Y | +78.6% | -19.7% | +98.3% | +87.6% |
| 5Y | +45.9% | -31.3% | +77.2% | +60.4% |
| 10Y | +326.9% | -18.9% | +345.8% | +317.6% |
| All | +2,750.3% | +272.6% | +2,477.7% | +1,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling