+2,808.5%
NSC vs ZBH
+314.6%
+2,493.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | +1.6% | -2.1% | +3.8% | +2.5% |
| 30D | +4.2% | +13.6% | -9.4% | -1.4% |
| 3M | -0.2% | +7.1% | -7.3% | -3.7% |
| 6M | +7.6% | +26.1% | -18.5% | -3.2% |
| YTD | +17.4% | +17.2% | +0.2% | +8.0% |
| 1Y | +18.3% | +17.4% | +0.9% | +8.7% |
| 3Y | +79.8% | +2.0% | +77.8% | +70.6% |
| 5Y | +34.3% | -15.0% | +49.3% | +35.1% |
| 10Y | +303.1% | +19.4% | +283.7% | +239.0% |
| All | +2,808.5% | +314.6% | +2,493.9% | +1,328.5% |
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