-28.0%
DHR vs ZTS
-63.0%
+35.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -3.6% | -3.7% | +0.1% | -1.9% |
| 30D | -2.7% | -0.8% | -2.0% | -2.6% |
| 3M | +10.9% | -9.7% | +20.7% | +15.7% |
| 6M | +3.0% | -38.4% | +41.4% | +27.1% |
| YTD | -12.2% | -41.1% | +28.9% | +10.8% |
| 1Y | +3.3% | -50.6% | +53.9% | +42.4% |
| 3Y | -8.2% | -59.1% | +50.9% | +37.3% |
| All | -28.0% | -63.0% | +35.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling