+203.8%
DHR vs ZTS
+58.7%
+145.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -3.6% | -3.7% | +0.1% | -1.8% |
| 30D | -2.7% | -0.8% | -2.0% | -2.6% |
| 3M | +10.9% | -9.7% | +20.7% | +16.1% |
| 6M | +3.0% | -38.4% | +41.4% | +28.7% |
| YTD | -12.2% | -41.1% | +28.9% | +12.3% |
| 1Y | +3.3% | -50.6% | +53.9% | +44.3% |
| 3Y | -8.2% | -59.1% | +50.9% | +39.1% |
| 5Y | -29.9% | -62.7% | +32.8% | +10.3% |
| All | +203.8% | +58.7% | +145.1% | +154.4% |
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 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