+249.8%
DHR vs ZTS
+80.8%
+169.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.1% |
| 7D | +1.2% | +5.6% | -4.4% | -1.5% |
| 30D | +3.7% | +12.1% | -8.4% | -2.7% |
| 3M | +14.5% | +11.3% | +3.2% | +7.6% |
| 6M | +40.9% | +14.3% | +26.6% | +29.8% |
| YTD | +2.4% | -31.9% | +34.3% | +21.0% |
| 1Y | +6.1% | -29.3% | +35.4% | +22.5% |
| 3Y | +21.0% | -48.0% | +69.1% | +60.8% |
| 5Y | -11.4% | -58.9% | +47.5% | +32.7% |
| All | +249.8% | +80.8% | +169.0% | +162.1% |
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 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