+94.0%
NVS vs ZCMD
-100.0%
+194.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.1% | +6.8% | -0.2% |
| 7D | -14.3% | -5.4% | -8.8% | -14.3% |
| 30D | -10.0% | -24.8% | +14.8% | -10.0% |
| 3M | -10.9% | -62.8% | +51.9% | -10.8% |
| 6M | -12.0% | -99.5% | +87.6% | -9.4% |
| YTD | +2.5% | -99.8% | +102.3% | +6.0% |
| 1Y | +10.7% | -99.9% | +110.6% | +15.3% |
| 3Y | +53.3% | -100.0% | +153.3% | +64.2% |
| All | +94.0% | -100.0% | +194.0% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling