+103.2%
NVS vs ZCMD
-100.0%
+203.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | -15.4% | -4.1% | -11.2% | -15.4% |
| 30D | -12.3% | -22.7% | +10.4% | -12.3% |
| 3M | -7.8% | -62.5% | +54.7% | -7.9% |
| 6M | -13.0% | -99.5% | +86.5% | -9.7% |
| YTD | +2.8% | -99.7% | +102.5% | +7.5% |
| 1Y | +10.6% | -99.9% | +110.5% | +17.0% |
| 3Y | +55.1% | -100.0% | +155.1% | +69.5% |
| 5Y | +91.7% | -100.0% | +191.7% | +109.4% |
| All | +103.2% | -100.0% | +203.2% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling