+21,601.4%
NVO vs ZBRA
+8,746.0%
+12,855.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.4% | -3.8% | -3.6% | -6.9% |
| 30D | -5.5% | -10.2% | +4.7% | -4.3% |
| 3M | +4.1% | +58.7% | -54.6% | -2.4% |
| 6M | +19.3% | +61.9% | -42.6% | +11.2% |
| YTD | -9.2% | +41.7% | -50.9% | -13.9% |
| 1Y | -15.0% | +12.4% | -27.4% | -17.2% |
| 3Y | -50.9% | +34.2% | -85.1% | -53.8% |
| 5Y | -0.9% | -40.8% | +39.9% | +0.8% |
| 10Y | +152.4% | +420.3% | -267.8% | +99.1% |
| All | +21,601.4% | +8,746.0% | +12,855.5% | +14,175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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