+199.6%
AMGN vs ZTS
+58.5%
+141.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -13.9% | -4.5% | -9.4% | -12.4% |
| 30D | -7.1% | -3.3% | -3.8% | -6.1% |
| 3M | +13.9% | -9.7% | +23.7% | +17.5% |
| 6M | +3.2% | -38.8% | +42.1% | +20.2% |
| YTD | +19.2% | -41.2% | +60.4% | +40.7% |
| 1Y | +41.1% | -50.3% | +91.4% | +76.0% |
| 3Y | +61.3% | -59.1% | +120.4% | +113.0% |
| 5Y | +109.1% | -62.8% | +171.8% | +180.6% |
| All | +199.6% | +58.5% | +141.1% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling