+107.7%
COST vs ZTS
-63.0%
+170.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -3.7% | +2.5% | -0.3% |
| 30D | -4.7% | -0.8% | -3.9% | -4.6% |
| 3M | -7.1% | -9.7% | +2.6% | -5.1% |
| 6M | -8.5% | -38.4% | +29.9% | +1.6% |
| YTD | +5.4% | -41.1% | +46.5% | +18.4% |
| 1Y | -5.6% | -50.6% | +45.0% | +11.2% |
| 3Y | +68.5% | -59.1% | +127.6% | +107.6% |
| All | +107.7% | -63.0% | +170.7% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling