+201.1%
ZTS vs EMR
+316.2%
-115.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -7.4% | -2.0% | -5.4% | -6.7% |
| 30D | +9.9% | +2.8% | +7.1% | +8.8% |
| 3M | +10.3% | +2.0% | +8.3% | +9.4% |
| 6M | +9.2% | +20.7% | -11.5% | +1.1% |
| YTD | -32.9% | +27.3% | -60.2% | -39.1% |
| 1Y | -29.7% | +31.0% | -60.7% | -37.0% |
| 3Y | -49.0% | +103.6% | -152.6% | -62.2% |
| 5Y | -59.3% | +88.6% | -147.8% | -69.4% |
| 10Y | +78.9% | +280.6% | -201.7% | -3.4% |
| All | +201.1% | +316.2% | -115.0% | +56.9% |
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