+27.7%
DVN vs ZTS
+162.3%
-134.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.8% |
| 7D | -1.3% | -4.8% | +3.5% | +0.4% |
| 30D | +12.6% | +1.2% | +11.4% | +11.8% |
| 3M | +8.1% | -6.0% | +14.2% | +9.8% |
| 6M | +10.2% | -38.7% | +48.9% | +29.2% |
| YTD | +33.8% | -40.6% | +74.4% | +58.7% |
| 1Y | +43.9% | -50.6% | +94.5% | +82.7% |
| 3Y | +1.7% | -58.7% | +60.5% | +35.9% |
| 5Y | +119.6% | -62.8% | +182.4% | +199.4% |
| 10Y | +53.7% | +56.2% | -2.5% | +10.7% |
| All | +27.7% | +162.3% | -134.6% | -24.8% |
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