+789.1%
UNH vs ZTS
+170.4%
+618.8%
-61.4%
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 | +1.1% | -2.0% | +3.0% | +1.8% |
| 30D | -3.8% | +1.9% | -5.7% | -4.8% |
| 3M | +0.7% | -4.0% | +4.7% | +1.5% |
| 6M | +37.9% | -39.1% | +77.0% | +61.3% |
| YTD | +21.9% | -38.8% | +60.7% | +41.9% |
| 1Y | +31.4% | -49.6% | +80.9% | +63.9% |
| 3Y | -11.4% | -59.0% | +47.6% | +17.0% |
| 5Y | +2.5% | -61.8% | +64.3% | +36.8% |
| 10Y | +242.9% | +61.4% | +181.4% | +155.8% |
| All | +789.1% | +170.4% | +618.8% | +471.5% |
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