-62.3%
ZTS vs OSCR
+96.8%
-159.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.7% | +1.6% | -5.4% | -3.9% |
| 30D | -0.8% | +10.7% | -11.4% | -1.5% |
| 3M | -9.7% | +13.4% | -23.1% | -10.9% |
| 6M | -38.4% | +144.6% | -182.9% | -43.0% |
| YTD | -41.1% | +128.0% | -169.1% | -45.4% |
| 1Y | -50.6% | +68.7% | -119.3% | -53.5% |
| 3Y | -59.1% | +398.8% | -457.9% | -66.6% |
| All | -62.3% | +96.8% | -159.2% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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