+65.8%
AMGN vs ZTS
-59.1%
+124.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -9.3% |
| 7D | -10.3% | -4.8% | -5.5% | -9.1% |
| 30D | -3.8% | +1.2% | -5.0% | -4.0% |
| 3M | +14.4% | -6.0% | +20.4% | +15.8% |
| 6M | +7.8% | -38.7% | +46.6% | +21.1% |
| YTD | +22.6% | -40.6% | +63.2% | +38.9% |
| 1Y | +44.2% | -50.6% | +94.8% | +72.3% |
| 3Y | +65.8% | -58.7% | +124.6% | +111.1% |
| All | +65.8% | -59.1% | +124.9% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling