+55.7%
ZTS vs TEVA
-22.9%
+78.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.1% |
| 7D | -3.7% | +2.0% | -5.8% | -4.0% |
| 30D | -0.8% | +1.0% | -1.7% | -0.9% |
| 3M | -9.7% | +7.3% | -17.1% | -10.6% |
| 6M | -38.4% | +21.7% | -60.1% | -39.9% |
| YTD | -41.1% | +18.8% | -59.9% | -42.4% |
| 1Y | -50.6% | +86.5% | -137.1% | -54.2% |
| 3Y | -59.1% | +269.4% | -328.6% | -65.7% |
| 5Y | -62.7% | +303.6% | -366.3% | -69.6% |
| All | +55.7% | -22.9% | +78.7% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling