+200.2%
ZTS vs EXEL
+1,429.6%
-1,229.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.3% |
| 7D | -1.0% | +2.3% | -3.3% | -1.3% |
| 30D | +10.8% | +19.8% | -9.1% | +8.5% |
| 3M | +14.1% | +32.7% | -18.6% | +10.4% |
| 6M | +0.8% | +49.0% | -48.2% | -4.1% |
| YTD | -33.1% | +63.7% | -96.8% | -37.1% |
| 1Y | -30.0% | +75.8% | -105.8% | -34.7% |
| 3Y | -49.5% | +241.3% | -290.8% | -57.2% |
| 5Y | -60.2% | +289.0% | -349.3% | -67.1% |
| 10Y | +77.0% | +377.6% | -300.6% | +37.9% |
| All | +200.2% | +1,429.6% | -1,229.4% | +97.8% |
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 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