-58.8%
ZTS vs CHD
+3.2%
-62.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -0.9% | -2.2% |
| 7D | -4.8% | -2.9% | -1.9% | -3.7% |
| 30D | +1.2% | -6.2% | +7.4% | +3.6% |
| 3M | -6.0% | +1.6% | -7.6% | -6.6% |
| 6M | -38.7% | -3.5% | -35.2% | -38.1% |
| YTD | -40.6% | +16.2% | -56.8% | -43.4% |
| 1Y | -50.6% | +3.4% | -54.0% | -51.2% |
| All | -58.8% | +3.2% | -62.1% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling