+349.8%
CIEN vs ZTS
-60.0%
+409.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -9.3% | -0.6% | -8.7% | -9.1% |
| 30D | -39.5% | +11.0% | -50.5% | -41.1% |
| 3M | -29.8% | +10.9% | -40.8% | -31.8% |
| 6M | -50.4% | +0.9% | -51.3% | -51.0% |
| YTD | +16.3% | -33.0% | +49.3% | +31.8% |
| 1Y | +30.4% | -29.6% | +60.0% | +44.4% |
| 3Y | +516.6% | -49.0% | +565.6% | +656.4% |
| 5Y | +349.8% | -59.5% | +409.3% | +509.0% |
| All | +349.8% | -60.0% | +409.8% | +509.0% |
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