+202.6%
ZTS vs EXEL
+1,389.1%
-1,186.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +12.4% | +17.4% | -4.9% | +10.4% |
| 3M | +13.6% | +38.6% | -25.1% | +9.4% |
| 6M | +9.3% | +41.2% | -31.9% | +4.8% |
| YTD | -32.6% | +59.3% | -91.9% | -36.4% |
| 1Y | -30.0% | +60.2% | -90.3% | -34.1% |
| 3Y | -48.7% | +232.6% | -281.3% | -56.4% |
| 5Y | -59.3% | +285.9% | -345.2% | -66.3% |
| 10Y | +79.8% | +325.9% | -246.1% | +41.5% |
| All | +202.6% | +1,389.1% | -1,186.6% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling