+509.1%
CIEN vs ZTS
-63.0%
+572.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.6% | -3.8% | -0.8% | -3.7% |
| 30D | -12.8% | -2.0% | -10.8% | -12.6% |
| 3M | -23.1% | -10.2% | -12.9% | -21.4% |
| 6M | +6.1% | -39.4% | +45.5% | +23.1% |
| YTD | +44.5% | -40.8% | +85.3% | +68.7% |
| 1Y | +176.6% | -50.1% | +226.7% | +244.9% |
| 3Y | +601.0% | -58.9% | +659.8% | +827.5% |
| 5Y | +509.1% | -62.4% | +571.5% | +722.2% |
| All | +509.1% | -63.0% | +572.1% | +722.2% |
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