+318.9%
ABT vs ZTS
+200.9%
+118.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.7% |
| 7D | -1.3% | +5.6% | -6.8% | -3.6% |
| 30D | +6.0% | +12.1% | -6.0% | +0.8% |
| 3M | -1.9% | +11.3% | -13.1% | -6.6% |
| 6M | +31.2% | +14.3% | +16.9% | +23.2% |
| YTD | -11.2% | -31.9% | +20.6% | +2.1% |
| 1Y | -14.0% | -29.3% | +15.3% | -2.8% |
| 3Y | +20.7% | -48.0% | +68.7% | +51.6% |
| 5Y | -6.7% | -58.9% | +52.2% | +28.7% |
| 10Y | +226.3% | +81.7% | +144.6% | +135.6% |
| All | +318.9% | +200.9% | +118.0% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling