-62.3%
ZTS vs NYT
+38.8%
-101.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -3.7% | -0.6% | -3.2% | -3.6% |
| 30D | -0.8% | +4.6% | -5.4% | -2.0% |
| 3M | -9.7% | -9.6% | -0.1% | -7.6% |
| 6M | -38.4% | -14.0% | -24.4% | -35.9% |
| YTD | -41.1% | -2.8% | -38.3% | -40.8% |
| 1Y | -50.6% | +15.6% | -66.2% | -52.7% |
| 3Y | -59.1% | +56.3% | -115.5% | -64.8% |
| All | -62.3% | +38.8% | -101.1% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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