-46.5%
ZTS vs GEHC
+10.0%
-56.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | -4.0% | +2.0% | -0.8% |
| 30D | +1.9% | -2.0% | +3.9% | +2.5% |
| 3M | -4.0% | +8.0% | -12.0% | -6.5% |
| 6M | -39.1% | -12.8% | -26.4% | -37.2% |
| YTD | -38.8% | -15.9% | -22.9% | -36.2% |
| 1Y | -49.6% | -6.9% | -42.6% | -49.1% |
| 3Y | -59.0% | 0.0% | -58.9% | -60.8% |
| All | -46.5% | +10.0% | -56.5% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling