+361.3%
LIN vs ZTS
+61.0%
+300.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -2.0% | -0.1% | -1.4% |
| 30D | -2.4% | +1.9% | -4.3% | -3.4% |
| 3M | -5.6% | -4.0% | -1.6% | -4.7% |
| 6M | -3.4% | -39.1% | +35.7% | +14.2% |
| YTD | +13.1% | -38.8% | +51.9% | +33.2% |
| 1Y | +2.5% | -49.6% | +52.0% | +29.6% |
| 3Y | +27.6% | -59.0% | +86.6% | +72.2% |
| 5Y | +63.0% | -61.8% | +124.8% | +123.0% |
| All | +361.3% | +61.0% | +300.3% | +262.9% |
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