+475.1%
MRK vs ZTS
+170.4%
+304.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.3% | -2.0% | +3.3% | +2.0% |
| 30D | +17.1% | +1.9% | +15.2% | +16.3% |
| 3M | +25.9% | -4.0% | +29.9% | +27.2% |
| 6M | +26.8% | -39.1% | +65.9% | +46.7% |
| YTD | +44.9% | -38.8% | +83.7% | +67.1% |
| 1Y | +84.8% | -49.6% | +134.4% | +126.4% |
| 3Y | +50.1% | -59.0% | +109.1% | +94.2% |
| 5Y | +127.4% | -61.8% | +189.2% | +195.5% |
| 10Y | +240.0% | +61.4% | +178.5% | +173.1% |
| All | +475.1% | +170.4% | +304.7% | +317.2% |
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 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