-62.3%
ZTS vs ALNY
+30.5%
-92.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.7% | -6.5% | +2.8% | -2.9% |
| 30D | -0.8% | +11.0% | -11.8% | -2.1% |
| 3M | -9.7% | -14.1% | +4.3% | -8.8% |
| 6M | -38.4% | -22.4% | -16.0% | -36.9% |
| YTD | -41.1% | -37.5% | -3.6% | -38.2% |
| 1Y | -50.6% | -46.9% | -3.7% | -47.3% |
| 3Y | -59.1% | +22.1% | -81.2% | -61.5% |
| All | -62.3% | +30.5% | -92.9% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling