+163.9%
ZTS vs ALNY
+920.2%
-756.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -4.5% | -6.4% | +1.9% | -3.8% |
| 30D | -3.3% | +11.9% | -15.2% | -4.6% |
| 3M | -9.7% | -15.0% | +5.3% | -8.8% |
| 6M | -38.8% | -23.2% | -15.6% | -37.5% |
| YTD | -41.2% | -37.8% | -3.4% | -38.5% |
| 1Y | -50.3% | -47.3% | -3.0% | -47.2% |
| 3Y | -59.1% | +22.9% | -82.0% | -61.3% |
| 5Y | -62.8% | +30.6% | -93.3% | -65.9% |
| 10Y | +57.8% | +254.6% | -196.8% | +22.5% |
| All | +163.9% | +920.2% | -756.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling