-48.6%
ZTS vs EIX
+10.2%
-58.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.3% |
| 30D | +12.4% | +8.1% | +4.3% | +11.2% |
| 3M | +13.6% | -12.1% | +25.7% | +14.9% |
| 6M | +9.3% | -13.4% | +22.7% | +10.5% |
| YTD | -32.6% | +5.6% | -38.2% | -35.3% |
| 1Y | -30.0% | +7.8% | -37.9% | -33.2% |
| All | -48.6% | +10.2% | -58.8% | -54.1% |
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