+156.7%
NVS vs Z
+4.2%
+152.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.1% |
| 7D | -1.0% | -4.9% | +3.9% | -0.7% |
| 30D | +12.5% | +3.0% | +9.6% | +12.2% |
| 3M | +5.2% | -13.4% | +18.6% | +6.1% |
| 6M | +8.2% | -27.3% | +35.5% | +10.1% |
| YTD | +19.8% | -57.8% | +77.6% | +26.2% |
| 1Y | +24.8% | -60.0% | +84.8% | +31.9% |
| 3Y | +90.0% | -21.5% | +111.5% | +88.4% |
| 5Y | +134.3% | -55.0% | +189.2% | +136.6% |
| 10Y | +250.8% | -18.8% | +269.6% | +213.3% |
| All | +156.7% | +4.2% | +152.5% | +119.5% |
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 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