-67.1%
ZM vs NVS
+92.9%
-160.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.7% | -14.3% | +8.6% | -3.5% |
| 30D | -9.1% | -10.0% | +0.9% | -7.6% |
| 3M | +3.5% | -10.9% | +14.4% | +5.2% |
| 6M | +25.7% | -12.0% | +37.6% | +28.0% |
| YTD | +10.8% | +2.5% | +8.2% | +8.8% |
| 1Y | +12.8% | +10.7% | +2.1% | +8.7% |
| 3Y | +33.1% | +53.3% | -20.2% | +16.7% |
| All | -67.1% | +92.9% | -160.0% | -73.9% |
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