+220.0%
NVO vs ZTS
+161.4%
+58.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.7% | -3.8% | -1.0% | -3.5% |
| 30D | -5.4% | -2.0% | -3.4% | -4.9% |
| 3M | +7.0% | -10.2% | +17.2% | +10.3% |
| 6M | +17.6% | -39.4% | +57.0% | +36.2% |
| YTD | -8.0% | -40.8% | +32.8% | +7.4% |
| 1Y | -13.8% | -50.1% | +36.3% | +6.2% |
| 3Y | -50.3% | -58.9% | +8.6% | -35.5% |
| 5Y | +0.7% | -62.4% | +63.0% | +32.9% |
| 10Y | +155.6% | +58.8% | +96.8% | +121.6% |
| All | +220.0% | +161.4% | +58.6% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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