+205.7%
ZTS vs EMR
+314.5%
-108.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | +5.6% | +2.5% | +3.1% | +4.6% |
| 30D | +12.1% | +3.3% | +8.8% | +10.8% |
| 3M | +11.3% | +1.7% | +9.6% | +10.4% |
| 6M | +14.3% | +21.7% | -7.4% | +5.6% |
| YTD | -31.9% | +26.8% | -58.7% | -38.1% |
| 1Y | -29.3% | +31.6% | -60.8% | -36.7% |
| 3Y | -48.0% | +102.5% | -150.6% | -61.5% |
| 5Y | -58.9% | +87.5% | -146.4% | -69.0% |
| 10Y | +81.7% | +279.1% | -197.4% | -1.8% |
| All | +205.7% | +314.5% | -108.8% | +59.5% |
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