-26.7%
ZTS vs EXEL
+92.4%
-119.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.4% |
| 7D | +15.4% | +9.8% | +5.7% | +14.3% |
| 30D | +25.8% | +23.6% | +2.1% | +23.2% |
| 3M | +18.1% | +29.9% | -11.8% | +15.3% |
| 6M | -19.7% | +64.7% | -84.5% | -23.2% |
| YTD | -27.5% | +66.0% | -93.5% | -30.8% |
| 1Y | -26.7% | +92.0% | -118.7% | -29.6% |
| All | -26.7% | +92.4% | -119.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling