+101.8%
CMCSA vs ZTS
+170.4%
-68.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.1% | -2.0% | -0.1% | -1.5% |
| 30D | +7.0% | +1.9% | +5.1% | +6.2% |
| 3M | +15.1% | -4.0% | +19.1% | +16.2% |
| 6M | -15.4% | -39.1% | +23.8% | -2.5% |
| YTD | -1.9% | -38.8% | +36.9% | +12.6% |
| 1Y | -12.7% | -49.6% | +36.9% | +6.2% |
| 3Y | -31.0% | -59.0% | +28.0% | -11.6% |
| 5Y | -46.1% | -61.8% | +15.7% | -30.7% |
| 10Y | +10.8% | +61.4% | -50.6% | -8.1% |
| All | +101.8% | +170.4% | -68.6% | +44.3% |
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