+6.0%
CMCSA vs ZTS
+58.5%
-52.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -5.6% | -4.5% | -1.1% | -4.1% |
| 30D | -1.9% | -3.3% | +1.4% | -0.8% |
| 3M | +6.4% | -9.7% | +16.2% | +9.7% |
| 6M | -16.9% | -38.8% | +21.9% | -3.8% |
| YTD | -6.8% | -41.2% | +34.4% | +9.3% |
| 1Y | -15.9% | -50.3% | +34.4% | +4.0% |
| 3Y | -33.4% | -59.1% | +25.7% | -13.3% |
| 5Y | -46.7% | -62.8% | +16.1% | -29.7% |
| All | +6.0% | +58.5% | -52.5% | -7.5% |
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