+174.6%
ZTS vs ARWR
+4,350.5%
-4,175.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | +1.9% | -0.7% | +2.6% | +1.9% |
| 3M | -4.0% | +14.9% | -18.9% | -5.5% |
| 6M | -39.1% | +32.6% | -71.8% | -40.9% |
| YTD | -38.8% | +30.0% | -68.9% | -40.6% |
| 1Y | -49.6% | +208.4% | -257.9% | -54.8% |
| 3Y | -59.0% | +208.8% | -267.8% | -64.6% |
| 5Y | -61.8% | +27.8% | -89.6% | -65.5% |
| 10Y | +61.4% | +1,107.6% | -1,046.1% | +17.8% |
| All | +174.6% | +4,350.5% | -4,175.9% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling