+82.9%
ASML vs ZTS
-59.4%
+142.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | +10.4% | +1.0% | +9.3% | +9.9% |
| 30D | -12.7% | +12.4% | -25.1% | -17.1% |
| 3M | -17.2% | +13.6% | -30.8% | -22.1% |
| 6M | -1.3% | +9.3% | -10.6% | -6.8% |
| YTD | +40.8% | -32.6% | +73.4% | +66.0% |
| 1Y | +45.2% | -30.0% | +75.2% | +67.2% |
| 3Y | +131.8% | -48.7% | +180.5% | +200.6% |
| All | +82.9% | -59.4% | +142.3% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling