-28.3%
BABA vs ZTS
-61.3%
+33.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.2% |
| 7D | +11.6% | -0.4% | +12.0% | +11.4% |
| 30D | +2.3% | +11.7% | -9.4% | -1.4% |
| 3M | -13.7% | +3.5% | -17.1% | -15.2% |
| 6M | -21.9% | -27.6% | +5.7% | -15.0% |
| YTD | -24.6% | -35.5% | +10.8% | -14.6% |
| 1Y | -34.1% | -32.1% | -2.0% | -26.9% |
| 3Y | +36.3% | -49.1% | +85.3% | +61.5% |
| All | -28.3% | -61.3% | +33.0% | -15.8% |
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