+87.8%
ZTS vs GSK
+105.0%
-17.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.6% | +1.1% | +4.4% | +5.0% |
| 30D | +12.1% | +6.3% | +5.7% | +9.1% |
| 3M | +11.3% | +1.8% | +9.5% | +10.4% |
| 6M | +14.3% | +1.7% | +12.7% | +13.1% |
| YTD | -31.9% | +6.5% | -38.4% | -34.3% |
| 1Y | -29.3% | +9.5% | -38.7% | -32.7% |
| 3Y | -48.0% | +65.3% | -113.4% | -60.8% |
| 5Y | -58.9% | +43.7% | -102.6% | -67.2% |
| All | +87.8% | +105.0% | -17.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling