-62.8%
ZTS vs TROW
-38.9%
-23.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.5% | -3.0% | -1.5% | -3.3% |
| 30D | -3.3% | -5.5% | +2.1% | -1.2% |
| 3M | -9.7% | +2.3% | -12.0% | -11.1% |
| 6M | -38.8% | +23.9% | -62.8% | -44.2% |
| YTD | -41.2% | +7.9% | -49.1% | -43.5% |
| 1Y | -50.3% | +6.1% | -56.4% | -52.0% |
| 3Y | -59.1% | +13.8% | -73.0% | -62.7% |
| 5Y | -62.8% | -38.2% | -24.6% | -59.7% |
| All | -62.8% | -38.9% | -23.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 5y: compounded portfolio wealth divided by compounded TROW 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…
5y analysis · Full analysis span regression · 6 months rolling