-58.7%
ZTS vs EXEL
+160.6%
-219.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -4.8% | +1.4% | -6.1% | -4.9% |
| 30D | +1.2% | +6.7% | -5.4% | +0.8% |
| 3M | -6.0% | +11.5% | -17.5% | -6.9% |
| 6M | -38.7% | +38.8% | -77.5% | -40.3% |
| YTD | -40.6% | +31.6% | -72.2% | -42.0% |
| 1Y | -50.6% | +53.0% | -103.6% | -52.3% |
| 3Y | -58.7% | +160.8% | -219.6% | -61.0% |
| All | -58.7% | +160.6% | -219.3% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling