-12.8%
NVO vs ZS
-37.1%
+24.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.4% |
| 7D | +2.2% | -7.8% | +10.0% | +3.0% |
| 30D | +6.0% | +5.0% | +0.9% | +5.1% |
| 3M | +7.9% | +25.5% | -17.7% | +4.2% |
| 6M | +27.1% | +8.7% | +18.4% | +20.9% |
| YTD | -3.8% | -24.5% | +20.7% | -0.2% |
| 1Y | -12.8% | -36.7% | +23.9% | -10.9% |
| All | -12.8% | -37.1% | +24.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling