+417.5%
LIN vs ZTS
+72.0%
+345.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | +0.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.1% |
| 30D | +6.5% | +11.7% | -5.3% | +1.8% |
| 3M | +5.5% | +3.5% | +2.0% | +3.5% |
| 6M | +3.3% | -27.6% | +31.0% | +14.0% |
| YTD | +22.0% | -35.5% | +57.5% | +40.5% |
| 1Y | +25.7% | -32.1% | +57.8% | +41.5% |
| 3Y | +36.2% | -49.1% | +85.3% | +66.5% |
| 5Y | +66.1% | -61.0% | +127.1% | +127.0% |
| All | +417.5% | +72.0% | +345.4% | +275.0% |
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