-62.2%
ZTS vs NOC
+56.1%
-118.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.4% |
| 30D | +1.2% | -8.9% | +10.1% | +2.7% |
| 3M | -6.0% | -3.7% | -2.3% | -5.6% |
| 6M | -38.7% | -30.8% | -7.9% | -35.4% |
| YTD | -40.6% | -7.9% | -32.7% | -40.1% |
| 1Y | -50.6% | -9.4% | -41.2% | -50.1% |
| 3Y | -58.7% | +29.0% | -87.7% | -60.6% |
| All | -62.2% | +56.1% | -118.3% | -65.1% |
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 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