+200.7%
ZTS vs ALK
+99.5%
+101.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.6% | +12.9% | -13.6% | -2.8% |
| 30D | +11.0% | +5.5% | +5.4% | +9.7% |
| 3M | +10.9% | -12.1% | +23.0% | +13.3% |
| 6M | +0.9% | +1.7% | -0.8% | -0.5% |
| YTD | -33.0% | -17.4% | -15.6% | -31.9% |
| 1Y | -29.6% | -1.9% | -27.7% | -31.0% |
| 3Y | -49.0% | +21.2% | -70.3% | -53.9% |
| 5Y | -59.5% | -27.8% | -31.7% | -60.2% |
| 10Y | +77.0% | -41.0% | +118.1% | +62.9% |
| All | +200.7% | +99.5% | +101.2% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling