+361.5%
LLY vs ZTS
-62.4%
+423.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | -5.1% | +1.2% | -6.3% | -5.4% |
| 3M | -2.1% | -6.0% | +4.0% | -0.7% |
| 6M | +13.8% | -38.7% | +52.6% | +29.4% |
| YTD | +5.1% | -40.6% | +45.7% | +20.4% |
| 1Y | +53.1% | -50.6% | +103.7% | +85.2% |
| 3Y | +95.6% | -58.7% | +154.4% | +146.1% |
| 5Y | +361.5% | -62.8% | +424.3% | +513.0% |
| All | +361.5% | -62.4% | +423.9% | +513.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling