+87.8%
ZTS vs EXEL
+320.7%
-233.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | +12.1% | +13.1% | -1.0% | +10.1% |
| 3M | +11.3% | +36.3% | -25.1% | +6.2% |
| 6M | +14.3% | +34.5% | -20.2% | +9.0% |
| YTD | -31.9% | +57.4% | -89.3% | -36.8% |
| 1Y | -29.3% | +62.9% | -92.2% | -34.8% |
| 3Y | -48.0% | +229.5% | -277.6% | -58.4% |
| 5Y | -58.9% | +281.2% | -340.1% | -68.2% |
| All | +87.8% | +320.7% | -233.0% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling