+313.3%
ANET vs ZTS
-59.2%
+372.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +3.0% | -3.7% | +6.7% | +3.4% |
| 30D | -5.2% | -0.8% | -4.4% | -5.2% |
| 3M | +27.6% | -9.7% | +37.3% | +29.2% |
| 6M | +44.4% | -38.4% | +82.8% | +55.3% |
| YTD | +52.3% | -41.1% | +93.4% | +65.1% |
| 1Y | +30.4% | -50.6% | +81.0% | +45.5% |
| 3Y | +313.3% | -59.1% | +372.4% | +388.9% |
| All | +313.3% | -59.2% | +372.4% | +388.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling