-57.9%
ZTS vs EIX
-3.4%
-54.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -2.0% | -19.1% | +17.1% | +0.7% |
| 30D | +1.9% | -16.9% | +18.8% | +3.8% |
| 3M | -4.0% | -20.0% | +16.0% | -1.7% |
| 6M | -39.1% | -21.3% | -17.8% | -37.5% |
| YTD | -38.8% | -1.7% | -37.1% | -40.5% |
| 1Y | -49.6% | +9.6% | -59.1% | -52.4% |
| All | -57.9% | -3.4% | -54.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling