+174.6%
ZTS vs EMR
+280.7%
-106.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | +1.9% | -5.6% | +7.5% | +3.8% |
| 3M | -4.0% | +7.9% | -11.9% | -7.3% |
| 6M | -39.1% | +6.0% | -45.2% | -40.8% |
| YTD | -38.8% | +16.4% | -55.3% | -42.7% |
| 1Y | -49.6% | +16.6% | -66.2% | -52.9% |
| 3Y | -59.0% | +62.9% | -121.8% | -67.0% |
| 5Y | -61.8% | +60.1% | -121.9% | -69.5% |
| 10Y | +61.4% | +268.7% | -207.3% | -11.9% |
| All | +174.6% | +280.7% | -106.1% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling