-44.5%
CMCSA vs ZTS
-62.9%
+18.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.3% |
| 30D | +3.8% | +1.2% | +2.6% | +3.5% |
| 3M | +12.3% | -6.0% | +18.3% | +13.8% |
| 6M | -15.4% | -38.7% | +23.3% | -5.4% |
| YTD | -2.5% | -40.6% | +38.1% | +9.8% |
| 1Y | -13.4% | -50.6% | +37.2% | +2.3% |
| 3Y | -30.4% | -58.7% | +28.4% | -14.6% |
| All | -44.5% | -62.9% | +18.4% | -36.2% |
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