-50.6%
ZTS vs ELV
+35.4%
-86.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.7% |
| 7D | -3.7% | +2.8% | -6.5% | -3.8% |
| 30D | -0.8% | +4.9% | -5.7% | -1.0% |
| 3M | -9.7% | +4.9% | -14.6% | -10.0% |
| 6M | -38.4% | +45.1% | -83.5% | -39.9% |
| YTD | -41.1% | +20.7% | -61.8% | -42.4% |
| 1Y | -50.6% | +35.0% | -85.6% | -52.7% |
| All | -50.6% | +35.4% | -86.0% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling