+417.3%
LIN vs ZTS
+74.0%
+343.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.4% |
| 7D | +0.1% | -1.0% | +1.2% | +0.2% |
| 30D | +7.6% | +10.8% | -3.2% | +3.2% |
| 3M | +6.5% | +14.1% | -7.5% | +0.9% |
| 6M | +6.2% | +0.8% | +5.4% | +4.6% |
| YTD | +23.2% | -33.1% | +56.3% | +40.0% |
| 1Y | +25.4% | -30.0% | +55.4% | +39.6% |
| 3Y | +38.3% | -49.5% | +87.8% | +70.6% |
| 5Y | +64.4% | -60.2% | +124.7% | +123.7% |
| 10Y | +417.3% | +77.0% | +340.3% | +273.8% |
| All | +417.3% | +74.0% | +343.3% | +273.8% |
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 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