-13.0%
NVS vs ZBRA
+60.4%
-73.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -15.4% | -1.8% | -13.6% | -15.2% |
| 30D | -12.3% | -8.8% | -3.5% | -11.9% |
| 3M | -7.8% | +47.2% | -55.0% | -10.8% |
| 6M | -13.0% | +61.3% | -74.3% | -19.0% |
| All | -13.0% | +60.4% | -73.4% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling