+156.2%
NVS vs Z
+25.1%
+131.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | +4.0% | -3.0% | +7.0% | +4.2% |
| 30D | +3.6% | -4.2% | +7.8% | +3.8% |
| 3M | +7.8% | -3.7% | +11.5% | +7.8% |
| 6M | -0.2% | -24.5% | +24.3% | +1.4% |
| YTD | +19.6% | -49.3% | +68.9% | +24.6% |
| 1Y | +28.4% | -58.7% | +87.0% | +35.5% |
| 3Y | +76.2% | -34.1% | +110.3% | +77.2% |
| 5Y | +111.1% | -64.5% | +175.6% | +117.0% |
| 10Y | +224.3% | -0.5% | +224.7% | +185.6% |
| All | +156.2% | +25.1% | +131.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling