-61.2%
ZTS vs CAPR
+142.6%
-203.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -3.3% |
| 7D | -0.4% | +41.1% | -41.5% | -0.6% |
| 30D | +11.7% | +11.1% | +0.6% | +11.6% |
| 3M | +3.5% | +115.3% | -111.9% | +3.0% |
| 6M | -27.6% | -73.8% | +46.2% | -27.4% |
| YTD | -35.5% | -68.8% | +33.3% | -35.3% |
| 1Y | -32.1% | +43.3% | -75.4% | -33.4% |
| 3Y | -49.1% | +214.7% | -263.8% | -55.1% |
| All | -61.2% | +142.6% | -203.8% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling