+1,395.4%
ASML vs ZTS
+72.0%
+1,323.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +6.7% |
| 7D | -9.0% | -0.4% | -8.6% | -9.2% |
| 30D | -21.0% | +11.7% | -32.7% | -26.2% |
| 3M | -16.3% | +3.5% | -19.7% | -19.3% |
| 6M | -7.5% | -27.6% | +20.1% | +5.6% |
| YTD | +34.0% | -35.5% | +69.5% | +63.8% |
| 1Y | +39.3% | -32.1% | +71.4% | +64.2% |
| 3Y | +128.9% | -49.1% | +177.9% | +205.8% |
| 5Y | +76.1% | -61.0% | +137.1% | +179.5% |
| All | +1,395.4% | +72.0% | +1,323.4% | +906.9% |
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 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