+55.7%
LLY vs ZTS
-49.3%
+105.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -2.0% | -0.2% | -1.9% |
| 30D | -1.6% | +1.9% | -3.5% | -1.9% |
| 3M | +2.3% | -4.0% | +6.3% | +2.6% |
| 6M | +14.9% | -39.1% | +54.0% | +23.1% |
| YTD | +7.5% | -38.8% | +46.3% | +14.5% |
| 1Y | +55.7% | -49.6% | +105.3% | +79.2% |
| All | +55.7% | -49.3% | +105.0% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling