-48.3%
ZTS vs GEHC
+4.1%
-52.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | -3.8% | -7.6% | +3.9% | -1.5% |
| 30D | -2.0% | -10.7% | +8.6% | +1.3% |
| 3M | -10.2% | -1.2% | -9.0% | -10.2% |
| 6M | -39.4% | -13.7% | -25.7% | -37.2% |
| YTD | -40.8% | -20.4% | -20.4% | -37.3% |
| 1Y | -50.1% | -17.0% | -33.1% | -47.9% |
| 3Y | -58.9% | +0.9% | -59.8% | -60.8% |
| All | -48.3% | +4.1% | -52.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling