+117.0%
AXP vs ZTS
-51.2%
+168.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +5.8% | +11.7% | -5.9% | +3.3% |
| 3M | -6.0% | +3.5% | -9.5% | -6.9% |
| 6M | +0.3% | -27.6% | +27.9% | +6.7% |
| YTD | -12.3% | -35.5% | +23.2% | -3.9% |
| 1Y | -11.2% | -32.1% | +20.8% | -4.0% |
| 3Y | +117.0% | -49.1% | +166.1% | +159.8% |
| All | +117.0% | -51.2% | +168.2% | +159.8% |
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