+258.4%
NVS vs Z
-16.5%
+274.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +9.3% | +5.2% | +4.1% | +8.8% |
| 3M | +5.8% | -17.0% | +22.8% | +6.9% |
| 6M | +7.2% | -22.7% | +29.8% | +8.6% |
| YTD | +20.0% | -56.3% | +76.3% | +25.9% |
| 1Y | +25.4% | -57.7% | +83.0% | +31.8% |
| 3Y | +89.2% | -16.5% | +105.8% | +86.9% |
| 5Y | +134.6% | -53.4% | +188.0% | +136.4% |
| All | +258.4% | -16.5% | +274.9% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling