+344.5%
ZETA vs NVS
+92.9%
+251.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -14.3% | +10.5% | -2.1% |
| 30D | +5.7% | -10.0% | +15.7% | +6.9% |
| 3M | +50.4% | -10.9% | +61.3% | +52.2% |
| 6M | +65.5% | -12.0% | +77.4% | +67.6% |
| YTD | +48.3% | +2.5% | +45.8% | +46.4% |
| 1Y | +45.4% | +10.7% | +34.7% | +41.7% |
| 3Y | +270.8% | +53.3% | +217.5% | +232.4% |
| All | +344.5% | +92.9% | +251.6% | +270.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling