+2,660.6%
AVGO vs ZTS
+80.8%
+2,579.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.8% | -5.2% |
| 7D | +18.2% | +5.6% | +12.6% | +15.5% |
| 30D | +0.2% | +12.1% | -11.9% | -5.0% |
| 3M | -16.8% | +11.3% | -28.1% | -21.2% |
| 6M | -16.5% | +14.3% | -30.8% | -23.0% |
| YTD | +0.8% | -31.9% | +32.7% | +16.5% |
| 1Y | +2.8% | -29.3% | +32.1% | +16.0% |
| 3Y | +278.5% | -48.0% | +326.6% | +376.5% |
| 5Y | +573.1% | -58.9% | +632.0% | +862.1% |
| All | +2,660.6% | +80.8% | +2,579.8% | +1,647.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling