-38.6%
ZS vs NVMI
+261.9%
-300.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.1% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -7.2% | -8.4% | +1.2% | -4.8% |
| 3M | +30.5% | -33.6% | +64.0% | +46.8% |
| 6M | +7.0% | -14.7% | +21.7% | +4.9% |
| YTD | -26.8% | +13.2% | -40.1% | -38.7% |
| 1Y | -42.6% | +29.0% | -71.6% | -55.5% |
| 3Y | -0.3% | +215.0% | -215.3% | -63.4% |
| All | -38.6% | +261.9% | -300.5% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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