+262.4%
ZBH vs NVS
+880.6%
-618.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -6.6% | -15.7% | +9.2% | +0.2% |
| 30D | -4.9% | -11.1% | +6.2% | -0.6% |
| 3M | +5.1% | -7.2% | +12.3% | +7.6% |
| 6M | +1.3% | -12.3% | +13.7% | +6.3% |
| YTD | +3.4% | +2.8% | +0.6% | +0.9% |
| 1Y | -8.7% | +11.9% | -20.6% | -14.4% |
| 3Y | -21.2% | +55.1% | -76.3% | -36.7% |
| 5Y | -29.2% | +94.1% | -123.3% | -48.9% |
| 10Y | -17.5% | +181.2% | -198.7% | -49.4% |
| All | +262.4% | +880.6% | -618.3% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling