-26.7%
ZTS vs TEVA
+106.6%
-133.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +15.4% | +4.7% | +10.7% | +15.0% |
| 30D | +25.8% | +5.5% | +20.2% | +25.2% |
| 3M | +18.1% | +21.6% | -3.4% | +16.2% |
| 6M | -19.7% | +18.4% | -38.1% | -21.0% |
| YTD | -27.5% | +34.1% | -61.6% | -29.2% |
| 1Y | -26.7% | +104.5% | -131.3% | -24.5% |
| All | -26.7% | +106.6% | -133.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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