+55.5%
ZTS vs NOC
+192.5%
-137.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -4.5% | -1.8% | -2.7% | -4.0% |
| 30D | -3.3% | -9.4% | +6.1% | -0.5% |
| 3M | -9.7% | -3.8% | -5.9% | -9.0% |
| 6M | -38.8% | -28.8% | -10.1% | -32.7% |
| YTD | -41.2% | -7.9% | -33.3% | -40.3% |
| 1Y | -50.3% | -9.0% | -41.3% | -49.4% |
| 3Y | -59.1% | +29.1% | -88.2% | -63.5% |
| 5Y | -62.8% | +58.9% | -121.7% | -70.5% |
| All | +55.5% | +192.5% | -137.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling