+2,684.0%
LLY vs ZTS
+170.4%
+2,513.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -2.0% | -0.2% | -1.4% |
| 30D | -1.6% | +1.9% | -3.5% | -2.4% |
| 3M | +2.3% | -4.0% | +6.3% | +3.4% |
| 6M | +14.9% | -39.1% | +54.0% | +35.5% |
| YTD | +7.5% | -38.8% | +46.3% | +26.2% |
| 1Y | +55.7% | -49.6% | +105.3% | +95.9% |
| 3Y | +110.6% | -59.0% | +169.6% | +181.9% |
| 5Y | +363.4% | -61.8% | +425.2% | +528.1% |
| 10Y | +1,649.0% | +61.4% | +1,587.5% | +1,256.6% |
| All | +2,684.0% | +170.4% | +2,513.7% | +1,826.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling