+175.5%
NVS vs Z
-6.2%
+181.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -15.7% | -11.6% | -4.1% | -15.0% |
| 30D | -11.1% | -8.5% | -2.6% | -10.5% |
| 3M | -7.2% | -7.9% | +0.7% | -6.8% |
| 6M | -12.3% | -29.1% | +16.7% | -10.6% |
| YTD | +2.8% | -54.2% | +56.9% | +7.7% |
| 1Y | +11.9% | -63.5% | +75.5% | +19.1% |
| 3Y | +55.1% | -38.6% | +93.7% | +56.8% |
| 5Y | +94.1% | -66.0% | +160.0% | +99.9% |
| All | +175.5% | -6.2% | +181.7% | +143.5% |
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