+117.9%
ASML vs ZTS
-49.5%
+167.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.9% | -1.4% | -8.0% |
| 7D | -19.0% | +4.9% | -23.9% | -19.6% |
| 30D | -25.9% | +15.9% | -41.8% | -27.9% |
| 3M | -19.1% | +11.1% | -30.2% | -20.8% |
| 6M | -5.7% | -26.0% | +20.3% | +2.1% |
| YTD | +27.6% | -33.3% | +60.9% | +43.1% |
| 1Y | +30.8% | -30.3% | +61.1% | +44.5% |
| All | +117.9% | -49.5% | +167.5% | +163.6% |
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