-20.0%
UNH vs ZTS
-48.0%
+28.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.5% |
| 7D | +3.4% | +5.6% | -2.2% | +3.0% |
| 30D | +3.0% | +12.1% | -9.1% | +2.2% |
| 3M | +2.7% | +11.3% | -8.5% | +2.0% |
| 6M | +2.8% | +14.3% | -11.5% | +1.8% |
| YTD | +25.9% | -31.9% | +57.8% | +29.4% |
| 1Y | +25.8% | -29.3% | +55.1% | +28.6% |
| 3Y | -20.0% | -48.0% | +28.0% | -15.3% |
| All | -20.0% | -48.0% | +28.0% | -15.3% |
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