-62.8%
ZTS vs UMC
+134.9%
-197.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -4.5% | +11.4% | -15.9% | -5.8% |
| 30D | -3.3% | +16.8% | -20.1% | -5.3% |
| 3M | -9.7% | +19.1% | -28.8% | -13.7% |
| 6M | -38.8% | +137.4% | -176.3% | -49.3% |
| YTD | -41.2% | +186.4% | -227.6% | -53.7% |
| 1Y | -50.3% | +229.1% | -279.4% | -62.2% |
| 3Y | -59.1% | +257.9% | -317.0% | -70.5% |
| 5Y | -62.8% | +137.5% | -200.3% | -71.3% |
| All | -62.8% | +134.9% | -197.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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