-26.7%
ZTS vs ECL
+23.8%
-50.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +5.0% |
| 7D | +15.4% | +7.7% | +7.7% | +9.5% |
| 30D | +25.8% | +13.7% | +12.1% | +14.9% |
| 3M | +18.1% | +11.6% | +6.5% | +9.3% |
| 6M | -19.7% | +23.9% | -43.7% | -30.8% |
| YTD | -27.5% | +21.0% | -48.5% | -36.5% |
| 1Y | -26.7% | +23.1% | -49.8% | -36.8% |
| All | -26.7% | +23.8% | -50.5% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling