+111.1%
AXP vs ZTS
-58.8%
+169.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | -6.5% | +1.9% | -8.5% | -7.1% |
| 3M | +4.6% | -4.0% | +8.6% | +5.3% |
| 6M | +5.4% | -39.1% | +44.6% | +17.6% |
| YTD | -11.1% | -38.8% | +27.7% | -1.0% |
| 1Y | -0.3% | -49.6% | +49.3% | +16.2% |
| All | +111.1% | -58.8% | +169.9% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling