+606.1%
COST vs ZTS
+58.7%
+547.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | -4.7% | -0.8% | -3.9% | -4.6% |
| 3M | -7.1% | -9.7% | +2.6% | -4.5% |
| 6M | -8.5% | -38.4% | +29.9% | +4.2% |
| YTD | +5.4% | -41.1% | +46.5% | +21.6% |
| 1Y | -5.6% | -50.6% | +45.0% | +14.9% |
| 3Y | +68.5% | -59.1% | +127.6% | +114.6% |
| 5Y | +105.2% | -62.7% | +168.0% | +166.2% |
| All | +606.1% | +58.7% | +547.4% | +505.1% |
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