+54.1%
ZM vs NVS
+130.8%
-76.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.7% | -14.3% | +8.6% | -3.8% |
| 30D | -9.1% | -10.0% | +0.9% | -7.9% |
| 3M | +3.5% | -10.9% | +14.4% | +5.0% |
| 6M | +25.7% | -12.0% | +37.6% | +27.6% |
| YTD | +10.8% | +2.5% | +8.2% | +9.5% |
| 1Y | +12.8% | +10.7% | +2.1% | +9.9% |
| 3Y | +33.1% | +53.3% | -20.2% | +21.8% |
| 5Y | -68.3% | +93.6% | -161.9% | -72.4% |
| All | +54.1% | +130.8% | -76.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling