-26.7%
ZTS vs CHD
+30.9%
-57.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +5.9% |
| 7D | +15.4% | +6.9% | +8.5% | +11.1% |
| 30D | +25.8% | +17.1% | +8.6% | +15.2% |
| 3M | +18.1% | +9.1% | +9.0% | +12.2% |
| 6M | -19.7% | +21.4% | -41.1% | -28.1% |
| YTD | -27.5% | +34.9% | -62.4% | -37.0% |
| 1Y | -26.7% | +31.0% | -57.8% | -35.1% |
| All | -26.7% | +30.9% | -57.6% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling