+555.0%
AXP vs ZTS
+194.8%
+360.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.7% | +0.9% |
| 7D | +0.4% | +4.9% | -4.5% | -1.7% |
| 30D | +7.0% | +15.9% | -8.9% | +0.6% |
| 3M | -6.6% | +11.1% | -17.7% | -11.1% |
| 6M | +3.5% | -26.0% | +29.5% | +14.1% |
| YTD | -11.2% | -33.3% | +22.1% | +2.2% |
| 1Y | -10.2% | -30.3% | +20.2% | +1.3% |
| 3Y | +120.0% | -47.0% | +167.1% | +169.8% |
| 5Y | +95.6% | -59.7% | +155.3% | +166.2% |
| 10Y | +468.1% | +80.3% | +387.8% | +336.5% |
| All | +555.0% | +194.8% | +360.2% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling