+817.8%
UNH vs ZTS
+200.9%
+616.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.2% |
| 7D | +3.4% | +5.6% | -2.2% | +1.4% |
| 30D | +3.0% | +12.1% | -9.1% | -1.3% |
| 3M | +2.7% | +11.3% | -8.5% | -1.5% |
| 6M | +2.8% | +14.3% | -11.5% | -3.0% |
| YTD | +25.9% | -31.9% | +57.8% | +40.6% |
| 1Y | +25.8% | -29.3% | +55.1% | +38.2% |
| 3Y | -20.0% | -48.0% | +28.0% | -4.2% |
| 5Y | -2.8% | -58.9% | +56.1% | +26.8% |
| 10Y | +228.7% | +81.7% | +147.0% | +134.7% |
| All | +817.8% | +200.9% | +616.9% | +466.3% |
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 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