+247.2%
AMAT vs ZTS
-61.7%
+308.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | -2.0% | +0.5% | -0.8% |
| 30D | -14.8% | +1.9% | -16.7% | -15.9% |
| 3M | -9.3% | -4.0% | -5.3% | -9.2% |
| 6M | +27.4% | -39.1% | +66.5% | +56.2% |
| YTD | +77.6% | -38.8% | +116.4% | +116.6% |
| 1Y | +188.9% | -49.6% | +238.5% | +288.7% |
| 3Y | +202.3% | -59.0% | +261.3% | +344.3% |
| All | +247.2% | -61.7% | +308.9% | +416.8% |
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 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