+1,076.7%
NVS vs ZBRA
+2,523.8%
-1,447.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -15.7% | -3.8% | -11.9% | -15.3% |
| 30D | -11.1% | -10.2% | -0.9% | -10.0% |
| 3M | -7.2% | +58.7% | -65.9% | -12.5% |
| 6M | -12.3% | +61.9% | -74.2% | -17.8% |
| YTD | +2.8% | +41.7% | -38.9% | -2.4% |
| 1Y | +11.9% | +12.4% | -0.4% | +9.0% |
| 3Y | +55.1% | +34.2% | +20.9% | +45.0% |
| 5Y | +94.1% | -40.8% | +134.8% | +96.6% |
| 10Y | +181.2% | +420.3% | -239.1% | +113.4% |
| All | +1,076.7% | +2,523.8% | -1,447.1% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling