-26.7%
ZTS vs SNY
+2.7%
-29.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.7% | +2.8% | +4.8% |
| 7D | +15.4% | +12.4% | +3.0% | +8.5% |
| 30D | +25.8% | +20.1% | +5.6% | +14.1% |
| 3M | +18.1% | +11.2% | +6.9% | +11.8% |
| 6M | -19.7% | +9.5% | -29.3% | -23.5% |
| YTD | -27.5% | +3.4% | -30.9% | -29.2% |
| 1Y | -26.7% | +2.0% | -28.7% | -27.8% |
| All | -26.7% | +2.7% | -29.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling