+126.7%
AMAT vs ZTS
-61.3%
+188.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +5.3% |
| 7D | -14.7% | -0.4% | -14.3% | -14.5% |
| 30D | -36.1% | +11.7% | -47.8% | -38.7% |
| 3M | -36.9% | +3.5% | -40.3% | -38.2% |
| 6M | -22.2% | -27.6% | +5.4% | -12.4% |
| YTD | +29.9% | -35.5% | +65.4% | +54.8% |
| 1Y | +43.3% | -32.1% | +75.4% | +65.7% |
| 3Y | +142.7% | -49.1% | +191.7% | +209.6% |
| All | +126.7% | -61.3% | +188.0% | +231.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling