+28.2%
BABA vs ZTS
+128.2%
-100.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| YTD | -22.0% | -38.8% | +16.8% | -7.8% |
| 1Y | -12.7% | -49.6% | +36.9% | +11.1% |
| 3Y | +26.7% | -59.0% | +85.6% | +71.7% |
| 5Y | -29.3% | -61.8% | +32.4% | -3.6% |
| 10Y | +21.2% | +61.4% | -40.2% | -12.1% |
| All | +28.2% | +128.2% | -100.0% | -20.7% |
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