+398.6%
ZS vs NVS
+151.0%
+247.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.1% | -14.3% | +11.2% | +2.1% |
| 30D | -7.2% | -10.0% | +2.7% | -4.2% |
| 3M | +30.5% | -10.9% | +41.4% | +34.8% |
| 6M | +7.0% | -12.0% | +18.9% | +10.4% |
| YTD | -26.8% | +2.5% | -29.4% | -29.9% |
| 1Y | -42.6% | +10.7% | -53.3% | -47.1% |
| 3Y | -0.3% | +53.3% | -53.6% | -23.8% |
| 5Y | -39.2% | +93.6% | -132.8% | -60.5% |
| All | +398.6% | +151.0% | +247.6% | +166.5% |
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