+1,644.6%
ASML vs ZTS
+61.0%
+1,583.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +1.1% | -2.0% | +3.1% | +2.1% |
| 30D | +2.2% | +1.9% | +0.3% | +0.4% |
| 3M | -2.3% | -4.0% | +1.7% | -1.8% |
| 6M | +23.0% | -39.1% | +62.1% | +57.1% |
| YTD | +61.1% | -38.8% | +99.9% | +104.6% |
| 1Y | +129.1% | -49.6% | +178.7% | +224.6% |
| 3Y | +165.4% | -59.0% | +224.3% | +313.0% |
| 5Y | +109.5% | -61.8% | +171.2% | +237.0% |
| All | +1,644.6% | +61.0% | +1,583.6% | +1,172.7% |
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