+174.6%
ZTS vs EIX
+98.8%
+75.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -2.0% | -19.1% | +17.1% | +2.3% |
| 30D | +1.9% | -16.9% | +18.8% | +5.3% |
| 3M | -4.0% | -20.0% | +16.0% | 0.0% |
| 6M | -39.1% | -21.3% | -17.8% | -36.4% |
| YTD | -38.8% | -1.7% | -37.1% | -40.1% |
| 1Y | -49.6% | +9.6% | -59.1% | -52.3% |
| 3Y | -59.0% | -3.7% | -55.3% | -60.4% |
| 5Y | -61.8% | +22.6% | -84.4% | -65.7% |
| 10Y | +61.4% | +17.7% | +43.8% | +38.2% |
| All | +174.6% | +98.8% | +75.8% | +109.2% |
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