-62.8%
ZTS vs DUK
+38.3%
-101.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -4.5% | -1.7% | -2.8% | -3.8% |
| 30D | -3.3% | -2.2% | -1.1% | -2.5% |
| 3M | -9.7% | -3.7% | -6.1% | -8.5% |
| 6M | -38.8% | -6.3% | -32.5% | -37.3% |
| YTD | -41.2% | +4.5% | -45.7% | -42.5% |
| 1Y | -50.3% | +1.8% | -52.1% | -51.0% |
| 3Y | -59.1% | +46.8% | -106.0% | -66.2% |
| 5Y | -62.8% | +40.2% | -103.0% | -68.0% |
| All | -62.8% | +38.3% | -101.1% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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