-62.8%
ZTS vs EMR
+62.8%
-125.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.8% |
| 7D | -4.8% | +3.1% | -7.8% | -5.7% |
| 30D | +1.2% | -3.5% | +4.8% | +2.4% |
| 3M | -6.0% | +9.8% | -15.8% | -9.7% |
| 6M | -38.7% | +10.8% | -49.5% | -41.2% |
| YTD | -40.6% | +15.9% | -56.6% | -44.1% |
| 1Y | -50.6% | +16.4% | -67.0% | -53.6% |
| 3Y | -58.7% | +62.1% | -120.8% | -66.8% |
| 5Y | -62.8% | +62.9% | -125.7% | -71.0% |
| All | -62.8% | +62.8% | -125.6% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling