+33.0%
NVS vs ZYBT
-37.3%
+70.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.8% |
| 7D | +0.5% | -3.5% | +4.0% | +0.5% |
| 30D | +15.0% | +24.3% | -9.3% | +15.1% |
| 3M | +4.8% | -41.5% | +46.4% | +4.7% |
| 6M | +11.3% | +58.6% | -47.3% | +14.5% |
| YTD | +21.0% | +20.0% | +1.0% | +27.6% |
| 1Y | +33.0% | -35.2% | +68.2% | +49.3% |
| All | +33.0% | -37.3% | +70.2% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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