+87.8%
ZTS vs CHD
+195.3%
-107.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +5.6% | +3.4% | +2.2% | +4.1% |
| 30D | +12.1% | +10.1% | +2.0% | +7.8% |
| 3M | +11.3% | +11.9% | -0.6% | +6.2% |
| 6M | +14.3% | +19.6% | -5.3% | +6.0% |
| YTD | -31.9% | +36.0% | -67.9% | -40.1% |
| 1Y | -29.3% | +34.8% | -64.0% | -37.6% |
| 3Y | -48.0% | +28.8% | -76.9% | -53.9% |
| 5Y | -58.9% | +33.0% | -91.9% | -64.6% |
| All | +87.8% | +195.3% | -107.5% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling