-50.1%
ZTS vs ECL
+0.5%
-50.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.9% |
| 7D | -3.8% | -2.7% | -1.0% | -2.2% |
| 30D | -2.0% | -4.3% | +2.3% | +0.6% |
| 3M | -10.2% | +3.2% | -13.4% | -12.2% |
| 6M | -39.4% | -2.9% | -36.5% | -38.9% |
| YTD | -40.8% | +4.3% | -45.1% | -41.6% |
| 1Y | -50.1% | +1.6% | -51.8% | -50.5% |
| All | -50.1% | +0.5% | -50.6% | -50.5% |
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