+1,257.0%
ABBV vs ZTS
+196.5%
+1,060.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -7.4% | +7.5% | +2.6% |
| 30D | +5.6% | +9.9% | -4.3% | +1.9% |
| 3M | +18.7% | +10.3% | +8.3% | +14.2% |
| 6M | +47.4% | +9.2% | +38.2% | +41.5% |
| YTD | +33.0% | -32.9% | +65.9% | +49.2% |
| 1Y | +34.9% | -29.7% | +64.6% | +48.5% |
| 3Y | +135.2% | -49.0% | +184.1% | +185.3% |
| 5Y | +202.1% | -59.3% | +261.3% | +292.7% |
| 10Y | +602.6% | +78.9% | +523.6% | +349.4% |
| All | +1,257.0% | +196.5% | +1,060.6% | +607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling