+1,072.6%
ABBV vs ZTS
+170.4%
+902.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.4% | -2.0% | +2.4% | +1.1% |
| 30D | +4.2% | +1.9% | +2.3% | +3.2% |
| 3M | +14.8% | -4.0% | +18.8% | +15.8% |
| 6M | +10.3% | -39.1% | +49.4% | +28.9% |
| YTD | +14.9% | -38.8% | +53.7% | +33.5% |
| 1Y | +24.1% | -49.6% | +73.7% | +54.2% |
| 3Y | +91.9% | -59.0% | +150.9% | +153.5% |
| 5Y | +176.0% | -61.8% | +237.8% | +266.1% |
| 10Y | +502.9% | +61.4% | +441.5% | +301.2% |
| All | +1,072.6% | +170.4% | +902.3% | +533.7% |
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