-7.3%
ZTS vs EQX
+226.7%
-234.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.4% | -0.3% |
| 7D | -4.5% | -7.0% | +2.5% | -4.1% |
| 30D | -3.3% | +4.8% | -8.1% | -3.6% |
| 3M | -9.7% | +25.6% | -35.4% | -11.1% |
| 6M | -38.8% | -25.8% | -13.0% | -38.0% |
| YTD | -41.2% | -12.7% | -28.4% | -41.2% |
| 1Y | -50.3% | +14.1% | -64.4% | -51.2% |
| 3Y | -59.1% | +165.7% | -224.9% | -63.0% |
| 5Y | -62.8% | +81.2% | -144.0% | -66.8% |
| All | -7.3% | +226.7% | -234.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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