+165.6%
ZTS vs AZN
+413.1%
-247.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -3.8% | -2.9% | -0.9% | -2.7% |
| 30D | -2.0% | -3.1% | +1.0% | -0.9% |
| 3M | -10.2% | -14.4% | +4.2% | -5.4% |
| 6M | -39.4% | -19.5% | -19.9% | -34.7% |
| YTD | -40.8% | -13.8% | -27.1% | -38.0% |
| 1Y | -50.1% | -2.4% | -47.7% | -50.3% |
| 3Y | -58.9% | +21.3% | -80.2% | -62.7% |
| 5Y | -62.4% | +53.6% | -116.0% | -69.2% |
| 10Y | +58.8% | +220.1% | -161.3% | -0.2% |
| All | +165.6% | +413.1% | -247.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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