+637.1%
AMGN vs ZTS
+170.4%
+466.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.8% |
| 30D | +7.8% | +1.9% | +5.9% | +6.8% |
| 3M | +27.3% | -4.0% | +31.3% | +28.4% |
| 6M | +16.8% | -39.1% | +56.0% | +37.8% |
| YTD | +36.3% | -38.8% | +75.1% | +60.2% |
| 1Y | +60.4% | -49.6% | +110.0% | +102.0% |
| 3Y | +86.3% | -59.0% | +145.3% | +150.3% |
| 5Y | +125.7% | -61.8% | +187.4% | +204.3% |
| 10Y | +247.0% | +61.4% | +185.6% | +131.0% |
| All | +637.1% | +170.4% | +466.8% | +298.4% |
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