+53.7%
NVS vs Z
-37.2%
+90.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -15.4% | -7.1% | -8.3% | -15.0% |
| 30D | -12.3% | -4.8% | -7.5% | -12.0% |
| 3M | -7.8% | -9.3% | +1.5% | -7.4% |
| 6M | -13.0% | -29.0% | +16.0% | -11.6% |
| YTD | +2.8% | -52.9% | +55.6% | +6.7% |
| 1Y | +10.6% | -63.1% | +73.8% | +16.5% |
| All | +53.7% | -37.2% | +90.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling