-58.7%
ZTS vs NOC
+65.6%
-124.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | +4.8% | +0.7% | +4.8% |
| 30D | +12.1% | +11.0% | +1.0% | +10.0% |
| 3M | +11.3% | -3.8% | +15.1% | +11.8% |
| 6M | +14.3% | +0.6% | +13.7% | +13.8% |
| YTD | -31.9% | -2.3% | -29.6% | -32.1% |
| 1Y | -29.3% | +0.3% | -29.5% | -29.8% |
| 3Y | -48.0% | +24.6% | -72.7% | -50.5% |
| All | -58.7% | +65.6% | -124.3% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling