+164.9%
ASML vs ZTS
-58.8%
+223.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.5% |
| 30D | +2.2% | +1.9% | +0.3% | +1.5% |
| 3M | -2.3% | -4.0% | +1.7% | -1.8% |
| 6M | +23.0% | -39.1% | +62.1% | +40.8% |
| YTD | +61.1% | -38.8% | +99.9% | +84.0% |
| 1Y | +129.1% | -49.6% | +178.7% | +178.6% |
| All | +164.9% | -58.8% | +223.7% | +222.3% |
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