-49.6%
ZTS vs TEVA
+93.8%
-143.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.9% | +4.7% | -2.8% | +1.5% |
| 3M | -4.0% | +5.6% | -9.6% | -4.6% |
| 6M | -39.1% | +10.5% | -49.6% | -40.0% |
| YTD | -38.8% | +16.5% | -55.3% | -39.7% |
| 1Y | -49.6% | +96.8% | -146.3% | -49.6% |
| All | -49.6% | +93.8% | -143.4% | -49.6% |
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