+94.0%
NVS vs ZBRA
-40.4%
+134.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.4% |
| 7D | -14.3% | -3.4% | -10.9% | -14.1% |
| 30D | -10.0% | -7.4% | -2.6% | -9.5% |
| 3M | -10.9% | +57.5% | -68.4% | -13.9% |
| 6M | -12.0% | +64.0% | -75.9% | -15.3% |
| YTD | +2.5% | +44.3% | -41.8% | -0.7% |
| 1Y | +10.7% | +10.9% | -0.2% | +9.0% |
| 3Y | +53.3% | +37.5% | +15.8% | +46.3% |
| All | +94.0% | -40.4% | +134.4% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling