+68.0%
COST vs ZTS
-59.2%
+127.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.5% | -4.5% | +2.0% | -2.0% |
| 30D | -4.4% | -3.3% | -1.1% | -4.1% |
| 3M | -8.1% | -9.7% | +1.7% | -7.2% |
| 6M | -9.2% | -38.8% | +29.6% | -4.9% |
| YTD | +5.1% | -41.2% | +46.3% | +10.6% |
| 1Y | -5.1% | -50.3% | +45.2% | +2.3% |
| All | +68.0% | -59.2% | +127.3% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling