-30.4%
CMCSA vs ZTS
-59.1%
+28.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.0% |
| 30D | +3.8% | +1.2% | +2.6% | +3.6% |
| 3M | +12.3% | -6.0% | +18.3% | +13.3% |
| 6M | -15.4% | -38.7% | +23.3% | -8.4% |
| YTD | -2.5% | -40.6% | +38.1% | +6.1% |
| 1Y | -13.4% | -50.6% | +37.2% | -2.6% |
| 3Y | -30.4% | -58.7% | +28.4% | -20.2% |
| All | -30.4% | -59.1% | +28.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling