+30.0%
LIN vs ZTS
-58.8%
+88.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.8% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -5.6% | -4.0% | -1.6% | -5.2% |
| 6M | -3.4% | -39.1% | +35.7% | +4.0% |
| YTD | +13.1% | -38.8% | +51.9% | +21.5% |
| 1Y | +2.5% | -49.6% | +52.0% | +13.8% |
| All | +30.0% | -58.8% | +88.8% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling