-38.8%
ZTS vs ELAN
-4.8%
-34.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.5% |
| 7D | -4.5% | -6.4% | +1.9% | -2.1% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -9.7% | 0.0% | -9.7% | -11.3% |
| 6M | -38.8% | -3.4% | -35.4% | -36.4% |
| All | -38.8% | -4.8% | -34.1% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling