+180.5%
NXT vs ZBH
-25.7%
+206.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.1% | +1.3% |
| 7D | +2.9% | -5.2% | +8.1% | +3.2% |
| 30D | -17.2% | -2.4% | -14.8% | -17.2% |
| 3M | -32.0% | +8.3% | -40.2% | -32.8% |
| 6M | -15.8% | +0.7% | -16.4% | -15.8% |
| YTD | -1.9% | +5.3% | -7.3% | -2.9% |
| 1Y | +22.5% | -9.1% | +31.6% | +24.0% |
| 3Y | +100.5% | -19.7% | +120.2% | +105.7% |
| All | +180.5% | -25.7% | +206.3% | +172.9% |
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