-61.2%
ZTS vs ALK
-34.8%
-26.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -0.4% | +9.0% | -9.4% | -1.9% |
| 30D | +11.7% | -1.6% | +13.4% | +11.9% |
| 3M | +3.5% | -23.2% | +26.6% | +8.2% |
| 6M | -27.6% | -3.9% | -23.7% | -28.0% |
| YTD | -35.5% | -22.6% | -12.9% | -33.7% |
| 1Y | -32.1% | -5.3% | -26.8% | -33.1% |
| 3Y | -49.1% | +18.6% | -67.7% | -55.5% |
| All | -61.2% | -34.8% | -26.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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