+55.7%
ZTS vs NVS
+179.5%
-123.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.7% | -14.3% | +10.5% | +4.3% |
| 30D | -0.8% | -10.0% | +9.2% | +4.3% |
| 3M | -9.7% | -10.9% | +1.2% | -4.9% |
| 6M | -38.4% | -12.0% | -26.4% | -34.6% |
| YTD | -41.1% | +2.5% | -43.6% | -42.9% |
| 1Y | -50.6% | +10.7% | -61.3% | -54.4% |
| 3Y | -59.1% | +53.3% | -112.4% | -69.4% |
| 5Y | -62.7% | +93.6% | -156.3% | -76.3% |
| All | +55.7% | +179.5% | -123.8% | -15.0% |
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