-52.9%
NVO vs ZS
+1.4%
-54.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.2% |
| 7D | -7.6% | -3.1% | -4.5% | -7.2% |
| 30D | -6.0% | -7.2% | +1.2% | -5.3% |
| 3M | -0.8% | +30.5% | -31.2% | -5.1% |
| 6M | +16.5% | +7.0% | +9.5% | +11.7% |
| YTD | -11.1% | -26.8% | +15.7% | -9.0% |
| 1Y | -16.7% | -42.6% | +25.9% | -12.1% |
| 3Y | -52.9% | -0.3% | -52.6% | -59.3% |
| All | -52.9% | +1.4% | -54.3% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling