+448.7%
AXP vs ZTS
+72.0%
+376.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.5% |
| 30D | +5.8% | +11.7% | -5.9% | +0.4% |
| 3M | -6.0% | +3.5% | -9.5% | -8.1% |
| 6M | +0.3% | -27.6% | +27.9% | +12.8% |
| YTD | -12.3% | -35.5% | +23.2% | +4.0% |
| 1Y | -11.2% | -32.1% | +20.8% | +2.5% |
| 3Y | +117.0% | -49.1% | +166.1% | +176.2% |
| 5Y | +93.2% | -61.0% | +154.2% | +178.9% |
| All | +448.7% | +72.0% | +376.7% | +302.5% |
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