+1,752.5%
CIEN vs ZTS
+197.9%
+1,554.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.2% |
| 3M | -32.0% | +13.6% | -45.5% | -35.9% |
| 6M | -49.1% | +9.3% | -58.4% | -52.2% |
| YTD | +25.7% | -32.6% | +58.3% | +42.4% |
| 1Y | +40.3% | -30.0% | +70.4% | +55.9% |
| 3Y | +566.2% | -48.7% | +614.9% | +727.7% |
| 5Y | +378.7% | -59.3% | +438.0% | +552.6% |
| 10Y | +1,252.3% | +79.8% | +1,172.5% | +826.6% |
| All | +1,752.5% | +197.9% | +1,554.6% | +925.9% |
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 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