-6.3%
NVTS vs ZBH
-32.5%
+26.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.7% |
| 7D | +9.7% | -5.2% | +14.9% | +12.6% |
| 30D | -13.6% | -2.4% | -11.2% | -12.9% |
| 3M | -51.0% | +8.3% | -59.2% | -54.7% |
| 6M | +46.3% | +0.7% | +45.7% | +42.3% |
| YTD | +68.1% | +5.3% | +62.7% | +58.6% |
| 1Y | +113.9% | -9.1% | +123.0% | +119.8% |
| 3Y | +45.3% | -19.7% | +65.0% | +58.1% |
| All | -6.3% | -32.5% | +26.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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