-58.7%
ZTS vs UMC
+77.4%
-136.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +5.6% | +11.2% | -5.6% | +4.2% |
| 30D | +12.1% | -28.0% | +40.1% | +15.8% |
| 3M | +11.3% | -20.5% | +31.8% | +13.1% |
| 6M | +14.3% | -1.6% | +15.9% | +8.9% |
| YTD | -31.9% | +99.4% | -131.3% | -44.6% |
| 1Y | -29.3% | +120.4% | -149.7% | -43.8% |
| 3Y | -48.0% | +134.2% | -182.3% | -60.6% |
| All | -58.7% | +77.4% | -136.2% | -67.7% |
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