+234.1%
ABT vs ZTS
+80.8%
+153.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.7% |
| 7D | -1.3% | +5.6% | -6.8% | -3.7% |
| 30D | +6.0% | +12.1% | -6.0% | +0.5% |
| 3M | -1.9% | +11.3% | -13.1% | -6.8% |
| 6M | +31.2% | +14.3% | +16.9% | +22.8% |
| YTD | -11.2% | -31.9% | +20.6% | +3.0% |
| 1Y | -14.0% | -29.3% | +15.3% | -2.1% |
| 3Y | +20.7% | -48.0% | +68.7% | +53.6% |
| 5Y | -6.7% | -58.9% | +52.2% | +32.7% |
| All | +234.1% | +80.8% | +153.3% | +115.5% |
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