-12.8%
ZTS vs ELAN
-28.2%
+15.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -3.7% | -5.4% | +1.7% | -2.2% |
| 30D | -0.8% | +4.7% | -5.5% | -2.2% |
| 3M | -9.7% | -3.7% | -6.1% | -9.2% |
| 6M | -38.4% | -1.2% | -37.2% | -38.6% |
| YTD | -41.1% | +2.4% | -43.5% | -42.0% |
| 1Y | -50.6% | +23.4% | -74.0% | -54.0% |
| 3Y | -59.1% | +96.7% | -155.8% | -69.4% |
| 5Y | -62.7% | -30.6% | -32.1% | -61.4% |
| All | -12.8% | -28.2% | +15.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling