+750.0%
DHR vs ZTS
+170.4%
+579.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -3.9% | -2.0% | -1.9% | -3.0% |
| 30D | +4.0% | +1.9% | +2.1% | +2.7% |
| 3M | +11.5% | -4.0% | +15.5% | +13.0% |
| 6M | +1.9% | -39.1% | +41.0% | +24.8% |
| YTD | -8.9% | -38.8% | +29.9% | +11.2% |
| 1Y | +5.1% | -49.6% | +54.7% | +39.6% |
| 3Y | -10.3% | -59.0% | +48.7% | +29.1% |
| 5Y | -27.8% | -61.8% | +34.0% | +5.9% |
| 10Y | +203.6% | +61.4% | +142.2% | +173.4% |
| All | +750.0% | +170.4% | +579.6% | +556.1% |
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 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