-48.0%
ZTS vs CAPR
+239.1%
-287.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +8.0% | +1.0% |
| 7D | +5.6% | +5.9% | -0.3% | +5.6% |
| 30D | +12.1% | +44.6% | -32.5% | +12.0% |
| 3M | +11.3% | +126.4% | -115.1% | +11.2% |
| 6M | +14.3% | -68.6% | +82.9% | +14.4% |
| YTD | -31.9% | -67.0% | +35.1% | -31.8% |
| 1Y | -29.3% | +65.2% | -94.4% | -29.7% |
| 3Y | -48.0% | +235.6% | -283.6% | -52.5% |
| All | -48.0% | +239.1% | -287.2% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling