-30.0%
ZTS vs NOC
-1.3%
-28.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.0% | +4.5% | -3.5% | +0.2% |
| 30D | +12.4% | +14.1% | -1.7% | +9.1% |
| 3M | +13.6% | -4.5% | +18.0% | +14.4% |
| 6M | +9.3% | -0.8% | +10.1% | +8.7% |
| YTD | -32.6% | -2.5% | -30.1% | -34.4% |
| 1Y | -30.0% | -0.1% | -29.9% | -32.4% |
| All | -30.0% | -1.3% | -28.8% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling