+17.6%
BABA vs ZTS
+60.9%
-43.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.8% | -2.0% | -2.8% | -4.0% |
| 30D | -11.9% | +1.9% | -13.8% | -12.9% |
| 3M | -9.3% | -4.0% | -5.3% | -8.5% |
| 6M | -14.2% | -39.1% | +24.9% | +2.0% |
| YTD | -22.0% | -38.8% | +16.8% | -7.6% |
| 1Y | -12.7% | -49.6% | +36.9% | +11.6% |
| 3Y | +26.7% | -59.0% | +85.6% | +72.8% |
| 5Y | -29.3% | -61.8% | +32.4% | -3.2% |
| All | +17.6% | +60.9% | -43.3% | -10.1% |
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