+314.0%
ABT vs ZTS
+197.9%
+116.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.1% |
| 7D | -5.6% | +1.0% | -6.6% | -6.0% |
| 30D | +5.2% | +12.4% | -7.2% | -0.2% |
| 3M | -2.7% | +13.6% | -16.3% | -8.2% |
| 6M | +28.8% | +9.3% | +19.5% | +23.3% |
| YTD | -12.3% | -32.6% | +20.3% | +1.4% |
| 1Y | -14.7% | -30.0% | +15.4% | -3.1% |
| 3Y | +21.6% | -48.7% | +70.3% | +53.6% |
| 5Y | -7.8% | -59.3% | +51.5% | +27.8% |
| 10Y | +222.5% | +79.8% | +142.7% | +133.9% |
| All | +314.0% | +197.9% | +116.2% | +160.1% |
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