+1,278.0%
AAPL vs ZTS
+58.7%
+1,219.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | -3.7% | +7.6% | +5.7% |
| 30D | +9.9% | -0.8% | +10.7% | +10.1% |
| 3M | +12.5% | -9.7% | +22.2% | +17.2% |
| 6M | +27.6% | -38.4% | +66.0% | +56.5% |
| YTD | +22.6% | -41.1% | +63.6% | +53.5% |
| 1Y | +45.0% | -50.6% | +95.6% | +97.3% |
| 3Y | +87.8% | -59.1% | +146.9% | +174.5% |
| 5Y | +128.7% | -62.7% | +191.4% | +245.6% |
| All | +1,278.0% | +58.7% | +1,219.3% | +1,022.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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