+55.7%
ZTS vs SNY
+64.5%
-8.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -3.3% | -0.4% | -2.4% |
| 30D | -0.8% | -2.2% | +1.4% | +0.1% |
| 3M | -9.7% | -3.0% | -6.7% | -8.7% |
| 6M | -38.4% | +2.7% | -41.1% | -39.0% |
| YTD | -41.1% | -6.8% | -34.3% | -39.5% |
| 1Y | -50.6% | -5.3% | -45.4% | -49.7% |
| 3Y | -59.1% | -9.8% | -49.4% | -58.6% |
| 5Y | -62.7% | +9.7% | -72.4% | -66.4% |
| All | +55.7% | +64.5% | -8.8% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling