+58.8%
ZTS vs EMR
+266.1%
-207.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -3.8% | +0.9% | -4.7% | -4.1% |
| 30D | -2.0% | -5.0% | +2.9% | -0.3% |
| 3M | -10.2% | +5.9% | -16.1% | -12.7% |
| 6M | -39.4% | +7.3% | -46.7% | -41.3% |
| YTD | -40.8% | +14.6% | -55.4% | -44.2% |
| 1Y | -50.1% | +15.6% | -65.8% | -53.3% |
| 3Y | -58.9% | +60.2% | -119.1% | -66.8% |
| 5Y | -62.4% | +65.8% | -128.2% | -70.4% |
| 10Y | +58.8% | +277.4% | -218.6% | -8.6% |
| All | +58.8% | +266.1% | -207.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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