-62.4%
ZTS vs CHD
+19.3%
-81.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | -3.8% | -4.2% | +0.4% | -2.1% |
| 30D | -2.0% | -7.6% | +5.5% | +1.1% |
| 3M | -10.2% | -1.6% | -8.6% | -9.7% |
| 6M | -39.4% | -6.3% | -33.1% | -38.0% |
| YTD | -40.8% | +14.6% | -55.4% | -43.9% |
| 1Y | -50.1% | +1.6% | -51.7% | -50.6% |
| 3Y | -58.9% | +3.1% | -62.0% | -59.9% |
| 5Y | -62.4% | +21.1% | -83.4% | -65.3% |
| All | -62.4% | +19.3% | -81.7% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling