+1,613.4%
COHR vs ZTS
+159.8%
+1,453.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | +10.9% | -4.5% | +15.4% | +12.8% |
| 30D | -10.8% | -3.3% | -7.5% | -10.3% |
| 3M | -17.4% | -9.7% | -7.6% | -15.8% |
| 6M | +12.5% | -38.8% | +51.3% | +34.3% |
| YTD | +58.8% | -41.2% | +100.0% | +92.4% |
| 1Y | +183.3% | -50.3% | +233.6% | +270.1% |
| 3Y | +783.0% | -59.1% | +842.2% | +1,143.0% |
| 5Y | +377.2% | -62.8% | +440.0% | +593.6% |
| 10Y | +1,261.0% | +57.8% | +1,203.2% | +1,034.1% |
| All | +1,613.4% | +159.8% | +1,453.6% | +1,078.6% |
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