+2,402.7%
ASML vs ZTS
+170.4%
+2,232.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +1.1% | -2.0% | +3.1% | +2.0% |
| 30D | +2.2% | +1.9% | +0.3% | +0.6% |
| 3M | -2.3% | -4.0% | +1.7% | -1.8% |
| 6M | +23.0% | -39.1% | +62.1% | +52.5% |
| YTD | +61.1% | -38.8% | +99.9% | +98.8% |
| 1Y | +129.1% | -49.6% | +178.7% | +210.6% |
| 3Y | +165.4% | -59.0% | +224.3% | +290.5% |
| 5Y | +109.5% | -61.8% | +171.2% | +216.8% |
| 10Y | +1,645.7% | +61.4% | +1,584.3% | +1,396.4% |
| All | +2,402.7% | +170.4% | +2,232.3% | +1,813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling