+16.0%
BABA vs ZTS
+78.1%
-62.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | -7.4% | +3.9% | -1.1% |
| 30D | -8.4% | +9.9% | -18.2% | -12.0% |
| 3M | -20.6% | +10.3% | -30.9% | -24.1% |
| 6M | -25.4% | +9.2% | -34.6% | -29.0% |
| YTD | -30.1% | -32.9% | +2.8% | -20.4% |
| 1Y | -36.3% | -29.7% | -6.6% | -29.1% |
| 3Y | +30.4% | -49.0% | +79.3% | +60.8% |
| 5Y | -35.7% | -59.3% | +23.6% | -13.8% |
| 10Y | +16.0% | +78.9% | -62.9% | -22.2% |
| All | +16.0% | +78.1% | -62.1% | -22.2% |
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