+1,206.6%
CIEN vs ZTS
+78.9%
+1,127.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +27.4% | +1.0% | +26.3% | +26.9% |
| 30D | -26.6% | +12.4% | -39.0% | -30.1% |
| 3M | -32.0% | +13.6% | -45.5% | -35.8% |
| 6M | -49.1% | +9.3% | -58.4% | -52.1% |
| YTD | +25.7% | -32.6% | +58.3% | +43.3% |
| 1Y | +40.3% | -30.0% | +70.4% | +56.7% |
| 3Y | +566.2% | -48.7% | +614.9% | +734.6% |
| 5Y | +378.7% | -59.3% | +438.0% | +563.7% |
| All | +1,206.6% | +78.9% | +1,127.7% | +676.9% |
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