+104.7%
LLY vs ZTS
-57.7%
+162.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -2.0% | -0.2% | -1.7% |
| 30D | -1.6% | +1.9% | -3.5% | -2.1% |
| 3M | +2.3% | -4.0% | +6.3% | +3.0% |
| 6M | +14.9% | -39.1% | +54.0% | +28.8% |
| YTD | +7.5% | -38.8% | +46.3% | +20.0% |
| 1Y | +55.7% | -49.6% | +105.3% | +83.2% |
| All | +104.7% | -57.7% | +162.4% | +151.4% |
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