+55.7%
ZTS vs DGX
+255.3%
-199.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -3.7% | -0.9% | -2.9% | -3.4% |
| 30D | -0.8% | -1.2% | +0.4% | -0.3% |
| 3M | -9.7% | +15.8% | -25.5% | -15.2% |
| 6M | -38.4% | +18.2% | -56.6% | -42.7% |
| YTD | -41.1% | +37.2% | -78.3% | -48.7% |
| 1Y | -50.6% | +30.4% | -81.0% | -56.2% |
| 3Y | -59.1% | +96.7% | -155.9% | -70.0% |
| 5Y | -62.7% | +67.2% | -129.9% | -71.0% |
| All | +55.7% | +255.3% | -199.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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