+2,761.7%
AVGO vs ZTS
+58.5%
+2,703.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +1.0% | -4.5% | +5.5% | +3.0% |
| 30D | -13.3% | -3.3% | -10.0% | -12.3% |
| 3M | -2.9% | -9.7% | +6.9% | +0.5% |
| 6M | +5.7% | -38.8% | +44.6% | +28.8% |
| YTD | +4.6% | -41.2% | +45.8% | +29.4% |
| 1Y | -1.6% | -50.3% | +48.7% | +31.6% |
| 3Y | +336.2% | -59.1% | +395.4% | +521.8% |
| 5Y | +695.6% | -62.8% | +758.4% | +1,074.9% |
| All | +2,761.7% | +58.5% | +2,703.3% | +2,002.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling