+325.7%
AMGN vs ZTS
+80.8%
+244.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +1.1% | +5.6% | -4.4% | -0.7% |
| 30D | +9.3% | +12.1% | -2.8% | +4.9% |
| 3M | +12.1% | +11.3% | +0.8% | +7.9% |
| 6M | +40.3% | +14.3% | +26.0% | +33.1% |
| YTD | +45.2% | -31.9% | +77.1% | +62.5% |
| 1Y | +42.4% | -29.3% | +71.7% | +57.1% |
| 3Y | +91.0% | -48.0% | +139.1% | +131.2% |
| 5Y | +157.4% | -58.9% | +216.3% | +236.6% |
| All | +325.7% | +80.8% | +244.9% | +200.3% |
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