+407.0%
AXP vs ZTS
+80.8%
+326.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -0.1% | +5.6% | -5.7% | -2.5% |
| 30D | +4.4% | +12.1% | -7.6% | -1.0% |
| 3M | -6.4% | +11.3% | -17.7% | -11.3% |
| 6M | +4.2% | +14.3% | -10.2% | -3.2% |
| YTD | -12.4% | -31.9% | +19.5% | +1.5% |
| 1Y | -11.1% | -29.3% | +18.1% | +0.9% |
| 3Y | +114.9% | -48.0% | +162.9% | +172.6% |
| 5Y | +87.4% | -58.9% | +146.3% | +164.8% |
| All | +407.0% | +80.8% | +326.2% | +238.6% |
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 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