+65.7%
AMGN vs ZTS
-26.9%
+92.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.7% | +2.3% |
| 7D | +5.9% | +15.4% | -9.5% | +3.0% |
| 30D | +18.7% | +25.8% | -7.0% | +13.7% |
| 3M | +23.4% | +18.1% | +5.3% | +19.3% |
| 6M | +49.7% | -19.7% | +69.5% | +53.0% |
| YTD | +49.2% | -27.5% | +76.7% | +56.5% |
| 1Y | +65.7% | -26.7% | +92.5% | +72.3% |
| All | +65.7% | -26.9% | +92.7% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling