-62.4%
ZTS vs OMC
+29.1%
-91.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | +0.6% |
| 7D | -3.8% | -4.2% | +0.5% | -2.7% |
| 30D | -2.0% | -7.5% | +5.5% | 0.0% |
| 3M | -10.2% | +4.6% | -14.8% | -11.7% |
| 6M | -39.4% | -4.8% | -34.6% | -38.9% |
| YTD | -40.8% | -1.0% | -39.8% | -41.2% |
| 1Y | -50.1% | +3.8% | -54.0% | -51.3% |
| 3Y | -58.9% | +10.2% | -69.1% | -61.5% |
| 5Y | -62.4% | +29.7% | -92.1% | -66.9% |
| All | -62.4% | +29.1% | -91.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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