+1,298.9%
COHR vs ZTS
+58.7%
+1,240.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | -3.7% | +12.1% | +10.1% |
| 30D | -14.1% | -0.8% | -13.4% | -14.5% |
| 3M | -16.0% | -9.7% | -6.3% | -14.3% |
| 6M | +21.5% | -38.4% | +59.9% | +48.2% |
| YTD | +65.4% | -41.1% | +106.5% | +105.9% |
| 1Y | +195.0% | -50.6% | +245.6% | +303.2% |
| 3Y | +830.2% | -59.1% | +889.3% | +1,278.3% |
| 5Y | +397.1% | -62.7% | +459.8% | +664.6% |
| All | +1,298.9% | +58.7% | +1,240.1% | +795.8% |
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