+87.8%
ZTS vs ARWR
+1,024.2%
-936.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +5.6% | -17.8% | +23.4% | +7.3% |
| 30D | +12.1% | -18.1% | +30.2% | +14.0% |
| 3M | +11.3% | -44.2% | +55.4% | +17.2% |
| 6M | +14.3% | -38.6% | +53.0% | +18.7% |
| YTD | -31.9% | -28.0% | -3.8% | -30.7% |
| 1Y | -29.3% | +16.1% | -45.4% | -31.8% |
| 3Y | -48.0% | +84.0% | -132.0% | -54.3% |
| 5Y | -58.9% | -35.4% | -23.5% | -61.3% |
| All | +87.8% | +1,024.2% | -936.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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