-21.5%
ZBH vs NVS
+54.2%
-75.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -4.7% | -14.3% | +9.6% | +0.3% |
| 30D | -4.5% | -10.0% | +5.5% | -1.4% |
| 3M | +7.6% | -10.9% | +18.5% | +11.3% |
| 6M | +0.3% | -12.0% | +12.2% | +4.1% |
| YTD | +4.5% | +2.5% | +2.0% | +2.1% |
| 1Y | -9.4% | +10.7% | -20.1% | -14.3% |
| 3Y | -21.5% | +53.3% | -74.8% | -32.2% |
| All | -21.5% | +54.2% | -75.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 3y: compounded portfolio wealth divided by compounded NVS 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…
3y analysis · Full analysis span regression · 6 months rolling