+165.6%
ZTS vs DGX
+429.4%
-263.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.8% | -2.2% | -1.5% | -2.8% |
| 30D | -2.0% | -0.9% | -1.1% | -1.7% |
| 3M | -10.2% | +15.6% | -25.8% | -15.7% |
| 6M | -39.4% | +17.8% | -57.2% | -43.7% |
| YTD | -40.8% | +37.5% | -78.3% | -48.6% |
| 1Y | -50.1% | +31.2% | -81.3% | -56.0% |
| 3Y | -58.9% | +96.6% | -155.5% | -70.0% |
| 5Y | -62.4% | +64.9% | -127.3% | -70.7% |
| 10Y | +58.8% | +254.6% | -195.8% | -16.6% |
| All | +165.6% | +429.4% | -263.8% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling