+1,162.1%
AMAT vs ZTS
+72.0%
+1,090.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +6.0% |
| 7D | -14.7% | -0.4% | -14.3% | -14.7% |
| 30D | -36.1% | +11.7% | -47.8% | -40.4% |
| 3M | -36.9% | +3.5% | -40.3% | -39.3% |
| 6M | -22.2% | -27.6% | +5.4% | -10.7% |
| YTD | +29.9% | -35.5% | +65.4% | +60.1% |
| 1Y | +43.3% | -32.1% | +75.4% | +70.0% |
| 3Y | +142.7% | -49.1% | +191.7% | +229.2% |
| 5Y | +126.2% | -61.0% | +187.2% | +271.6% |
| All | +1,162.1% | +72.0% | +1,090.1% | +618.8% |
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 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