-48.0%
ZTS vs ALB
-14.4%
-33.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +5.6% | -5.8% | +11.3% | +6.1% |
| 30D | +12.1% | -4.5% | +16.6% | +12.4% |
| 3M | +11.3% | -28.1% | +39.3% | +14.3% |
| 6M | +14.3% | -53.2% | +67.5% | +21.9% |
| YTD | -31.9% | -33.3% | +1.4% | -31.1% |
| 1Y | -29.3% | -17.4% | -11.8% | -30.5% |
| 3Y | -48.0% | -14.1% | -33.9% | -51.0% |
| All | -48.0% | -14.4% | -33.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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