-58.7%
ZTS vs GEHC
+1.8%
-60.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.1% |
| 7D | -4.8% | -5.2% | +0.4% | -3.2% |
| 30D | +1.2% | -7.0% | +8.2% | +3.5% |
| 3M | -6.0% | +3.3% | -9.3% | -7.3% |
| 6M | -38.7% | -10.0% | -28.7% | -37.3% |
| YTD | -40.6% | -18.5% | -22.2% | -37.5% |
| 1Y | -50.6% | -14.4% | -36.2% | -48.9% |
| 3Y | -58.7% | +3.4% | -62.2% | -61.3% |
| All | -58.7% | +1.8% | -60.6% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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