+395.4%
ZS vs NVMI
+1,192.5%
-797.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | -8.1% | +3.8% | -11.8% | -9.5% |
| 30D | -8.4% | -7.6% | -0.9% | -6.1% |
| 3M | +31.1% | -28.0% | +59.1% | +43.8% |
| 6M | +4.4% | -15.3% | +19.7% | +2.9% |
| YTD | -27.3% | +11.5% | -38.8% | -38.5% |
| 1Y | -41.4% | +31.6% | -73.0% | -54.9% |
| 3Y | +1.7% | +207.0% | -205.3% | -57.4% |
| 5Y | -39.6% | +262.8% | -302.4% | -76.9% |
| All | +395.4% | +1,192.5% | -797.1% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling