+428.4%
AXP vs ZTS
+75.1%
+353.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +5.0% | +11.0% | -6.0% | -0.1% |
| 3M | -4.2% | +10.9% | -15.2% | -9.1% |
| 6M | +2.9% | +0.9% | +2.0% | +1.1% |
| YTD | -11.6% | -33.0% | +21.4% | +3.1% |
| 1Y | -11.1% | -29.6% | +18.5% | +1.1% |
| 3Y | +116.7% | -49.0% | +165.8% | +177.1% |
| 5Y | +89.6% | -59.5% | +149.1% | +169.1% |
| 10Y | +428.4% | +77.0% | +351.4% | +284.2% |
| All | +428.4% | +75.1% | +353.3% | +284.2% |
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