-61.4%
ZTS vs ADP
+49.8%
-111.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | -2.0% | -3.4% | +1.5% | -0.4% |
| 30D | +1.9% | +2.8% | -0.9% | +0.7% |
| 3M | -4.0% | +20.9% | -24.9% | -12.2% |
| 6M | -39.1% | +29.9% | -69.0% | -46.6% |
| YTD | -38.8% | +9.6% | -48.4% | -41.3% |
| 1Y | -49.6% | -5.3% | -44.3% | -47.7% |
| 3Y | -59.0% | +16.5% | -75.5% | -62.8% |
| All | -61.4% | +49.8% | -111.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 5y: compounded portfolio wealth divided by compounded ADP 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…
5y analysis · Full analysis span regression · 6 months rolling