+55.7%
ZTS vs ALNY
+260.0%
-204.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.7% | -6.5% | +2.8% | -3.0% |
| 30D | -0.8% | +11.0% | -11.8% | -2.0% |
| 3M | -9.7% | -14.1% | +4.3% | -8.9% |
| 6M | -38.4% | -22.4% | -16.0% | -37.1% |
| YTD | -41.1% | -37.5% | -3.6% | -38.5% |
| 1Y | -50.6% | -46.9% | -3.7% | -47.6% |
| 3Y | -59.1% | +22.1% | -81.2% | -61.3% |
| 5Y | -62.7% | +31.2% | -93.9% | -65.8% |
| All | +55.7% | +260.0% | -204.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling