+55.1%
ZM vs NVS
+131.3%
-76.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.3% | -15.4% | +15.7% | +2.5% |
| 30D | -10.3% | -12.3% | +2.0% | -8.7% |
| 3M | -0.7% | -7.8% | +7.1% | +0.2% |
| 6M | +24.8% | -13.0% | +37.8% | +27.0% |
| YTD | +11.5% | +2.8% | +8.7% | +10.1% |
| 1Y | +12.3% | +10.6% | +1.7% | +9.5% |
| 3Y | +33.5% | +55.1% | -21.6% | +21.9% |
| 5Y | -67.5% | +91.7% | -159.2% | -71.7% |
| All | +55.1% | +131.3% | -76.2% | +18.3% |
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 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