+86.1%
AXP vs ZTS
-58.9%
+145.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.1% | +5.6% | -5.7% | -1.7% |
| 30D | +4.4% | +12.1% | -7.6% | +0.8% |
| 3M | -6.4% | +11.3% | -17.7% | -9.7% |
| 6M | +4.2% | +14.3% | -10.2% | -0.8% |
| YTD | -12.4% | -31.9% | +19.5% | -2.4% |
| 1Y | -11.1% | -29.3% | +18.1% | -2.4% |
| 3Y | +114.9% | -48.0% | +162.9% | +155.1% |
| All | +86.1% | -58.9% | +145.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling