+275.4%
ZETA vs NVS
+54.6%
+220.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -15.7% | +9.2% | -5.8% |
| 30D | +4.8% | -11.1% | +15.9% | +5.5% |
| 3M | +53.3% | -7.2% | +60.5% | +54.0% |
| 6M | +66.8% | -12.3% | +79.1% | +67.8% |
| YTD | +50.2% | +2.8% | +47.4% | +49.2% |
| 1Y | +62.0% | +11.9% | +50.1% | +60.2% |
| All | +275.4% | +54.6% | +220.9% | +245.0% |
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