-48.0%
ZTS vs CHD
+30.9%
-78.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +5.6% | +3.4% | +2.2% | +4.0% |
| 30D | +12.1% | +10.1% | +2.0% | +7.7% |
| 3M | +11.3% | +11.9% | -0.6% | +6.2% |
| 6M | +14.3% | +19.6% | -5.3% | +6.1% |
| YTD | -31.9% | +36.0% | -67.9% | -39.4% |
| 1Y | -29.3% | +34.8% | -64.0% | -36.9% |
| 3Y | -48.0% | +28.8% | -76.9% | -52.3% |
| All | -48.0% | +30.9% | -78.9% | -52.3% |
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