+262.4%
ZBH vs NVMI
+8,720.0%
-8,457.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -6.6% | +3.8% | -10.3% | -6.8% |
| 30D | -4.9% | -7.6% | +2.6% | -4.5% |
| 3M | +5.1% | -28.0% | +33.1% | +6.9% |
| 6M | +1.3% | -15.3% | +16.7% | +1.5% |
| YTD | +3.4% | +11.5% | -8.1% | +1.2% |
| 1Y | -8.7% | +31.6% | -40.3% | -12.0% |
| 3Y | -21.2% | +207.0% | -228.2% | -30.3% |
| 5Y | -29.2% | +262.8% | -292.0% | -38.7% |
| 10Y | -17.5% | +3,074.6% | -3,092.1% | -38.2% |
| All | +262.4% | +8,720.0% | -8,457.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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