+315.6%
ABT vs ZTS
+170.4%
+145.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.7% | -2.0% | -1.7% | -2.9% |
| 30D | +2.5% | +1.9% | +0.6% | +1.4% |
| 3M | +20.2% | -4.0% | +24.2% | +21.9% |
| 6M | -2.9% | -39.1% | +36.2% | +17.7% |
| YTD | -11.9% | -38.8% | +26.9% | +6.3% |
| 1Y | -16.5% | -49.6% | +33.0% | +8.9% |
| 3Y | +12.1% | -59.0% | +71.1% | +56.9% |
| 5Y | -7.4% | -61.8% | +54.4% | +31.6% |
| 10Y | +210.7% | +61.4% | +149.2% | +136.3% |
| All | +315.6% | +170.4% | +145.3% | +172.8% |
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