+55.5%
ZTS vs EXEL
+386.3%
-330.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -4.5% | -2.9% | -1.6% | -4.1% |
| 30D | -3.3% | +11.9% | -15.2% | -4.9% |
| 3M | -9.7% | +9.2% | -19.0% | -11.2% |
| 6M | -38.8% | +39.1% | -77.9% | -42.0% |
| YTD | -41.2% | +31.0% | -72.2% | -43.8% |
| 1Y | -50.3% | +52.3% | -102.6% | -53.8% |
| 3Y | -59.1% | +159.7% | -218.9% | -65.8% |
| 5Y | -62.8% | +187.7% | -250.5% | -69.8% |
| All | +55.5% | +386.3% | -330.8% | +14.8% |
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