+128.9%
ASML vs ZTS
-51.2%
+180.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.6% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | -21.0% | +11.7% | -32.7% | -22.6% |
| 3M | -16.3% | +3.5% | -19.7% | -17.0% |
| 6M | -7.5% | -27.6% | +20.1% | +0.3% |
| YTD | +34.0% | -35.5% | +69.5% | +51.1% |
| 1Y | +39.3% | -32.1% | +71.4% | +54.3% |
| 3Y | +128.9% | -49.1% | +177.9% | +178.2% |
| All | +128.9% | -51.2% | +180.1% | +178.2% |
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