+1,922.7%
CIEN vs ZTS
+170.4%
+1,752.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -15.2% | -2.0% | -13.2% | -14.5% |
| 30D | -21.5% | +1.9% | -23.4% | -22.6% |
| 3M | -40.1% | -4.0% | -36.1% | -40.1% |
| 6M | -6.6% | -39.1% | +32.6% | +11.7% |
| YTD | +37.3% | -38.8% | +76.1% | +62.8% |
| 1Y | +174.5% | -49.6% | +224.1% | +253.2% |
| 3Y | +562.3% | -59.0% | +621.2% | +815.2% |
| 5Y | +463.9% | -61.8% | +525.7% | +689.8% |
| 10Y | +1,302.4% | +61.4% | +1,240.9% | +909.2% |
| All | +1,922.7% | +170.4% | +1,752.3% | +1,072.8% |
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 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