-48.6%
ZTS vs NOC
+24.4%
-73.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.3% |
| 3M | +13.6% | -4.5% | +18.0% | +14.3% |
| 6M | +9.3% | -0.8% | +10.1% | +9.0% |
| YTD | -32.6% | -2.5% | -30.1% | -33.0% |
| 1Y | -30.0% | -0.1% | -29.9% | -30.9% |
| All | -48.6% | +24.4% | -73.0% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling