+174.6%
ZTS vs NOC
+904.0%
-729.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | -2.0% | -5.2% | +3.2% | -0.3% |
| 30D | +1.9% | -7.2% | +9.1% | +4.2% |
| 3M | -4.0% | -5.1% | +1.1% | -2.7% |
| 6M | -39.1% | -31.1% | -8.1% | -31.9% |
| YTD | -38.8% | -8.6% | -30.2% | -37.7% |
| 1Y | -49.6% | -9.7% | -39.8% | -48.5% |
| 3Y | -59.0% | +24.3% | -83.3% | -63.1% |
| 5Y | -61.8% | +52.6% | -114.4% | -69.4% |
| 10Y | +61.4% | +183.6% | -122.2% | -2.4% |
| All | +174.6% | +904.0% | -729.3% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling