+246.3%
ZETA vs NVS
+79.4%
+166.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.9% | +12.1% | -0.1% |
| 7D | -2.4% | -14.6% | +12.2% | -0.7% |
| 30D | +15.6% | -11.9% | +27.5% | +17.2% |
| 3M | +41.5% | -6.0% | +47.5% | +42.2% |
| 6M | +63.4% | -11.4% | +74.8% | +65.4% |
| YTD | +51.3% | +2.9% | +48.4% | +49.3% |
| 1Y | +65.8% | +10.2% | +55.6% | +61.7% |
| 3Y | +279.2% | +55.3% | +223.9% | +238.6% |
| 5Y | +341.8% | +89.6% | +252.1% | +268.9% |
| All | +246.3% | +79.4% | +166.9% | +185.7% |
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