+202.1%
ABBV vs ZTS
-59.5%
+261.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -7.4% | +7.5% | +1.4% |
| 30D | +5.6% | +9.9% | -4.3% | +3.6% |
| 3M | +18.7% | +10.3% | +8.3% | +16.3% |
| 6M | +47.4% | +9.2% | +38.2% | +44.3% |
| YTD | +33.0% | -32.9% | +65.9% | +41.8% |
| 1Y | +34.9% | -29.7% | +64.6% | +42.2% |
| 3Y | +135.2% | -49.0% | +184.1% | +163.4% |
| 5Y | +202.1% | -59.3% | +261.3% | +250.0% |
| All | +202.1% | -59.5% | +261.6% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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