-59.5%
ZTS vs GSK
+44.6%
-104.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.6% | +5.2% | -5.8% | -2.3% |
| 30D | +11.0% | +10.2% | +0.8% | +7.4% |
| 3M | +10.9% | -0.9% | +11.8% | +11.3% |
| 6M | +0.9% | +3.5% | -2.6% | -0.4% |
| YTD | -33.0% | +7.2% | -40.2% | -34.7% |
| 1Y | -29.6% | +12.0% | -41.6% | -32.4% |
| 3Y | -49.0% | +67.3% | -116.4% | -58.1% |
| 5Y | -59.5% | +45.3% | -104.8% | -65.6% |
| All | -59.5% | +44.6% | -104.1% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling