+201.1%
ZTS vs EIX
+113.3%
+87.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -7.4% | -2.5% | -4.9% | -6.8% |
| 30D | +9.9% | +7.7% | +2.2% | +8.0% |
| 3M | +10.3% | -12.9% | +23.2% | +12.7% |
| 6M | +9.2% | -12.7% | +21.9% | +11.1% |
| YTD | -32.9% | +5.5% | -38.3% | -35.4% |
| 1Y | -29.7% | +9.4% | -39.1% | -33.1% |
| 3Y | -49.0% | +9.7% | -58.7% | -52.4% |
| 5Y | -59.3% | +16.9% | -76.2% | -63.0% |
| 10Y | +78.9% | +34.3% | +44.7% | +49.2% |
| All | +201.1% | +113.3% | +87.9% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling