+36.0%
NVS vs ZCMD
-99.9%
+135.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.6% |
| 7D | +5.7% | -13.3% | +19.0% | +5.6% |
| 30D | +17.1% | -49.6% | +66.7% | +16.6% |
| 3M | +7.6% | -54.6% | +62.3% | +7.3% |
| 6M | +14.1% | -99.8% | +113.8% | +17.5% |
| YTD | +23.3% | -99.9% | +123.2% | +27.7% |
| 1Y | +36.0% | -99.9% | +135.9% | +45.4% |
| All | +36.0% | -99.9% | +135.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling