+1,013.2%
COST vs ZTS
+162.3%
+850.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -3.2% | -4.8% | +1.6% | -1.9% |
| 30D | -4.0% | +1.2% | -5.2% | -4.4% |
| 3M | -6.5% | -6.0% | -0.5% | -5.2% |
| 6M | -8.5% | -38.7% | +30.2% | +2.9% |
| YTD | +6.0% | -40.6% | +46.6% | +20.1% |
| 1Y | -5.8% | -50.6% | +44.8% | +12.0% |
| 3Y | +71.8% | -58.7% | +130.6% | +111.9% |
| 5Y | +106.2% | -62.8% | +169.1% | +158.9% |
| 10Y | +602.0% | +56.2% | +545.9% | +530.8% |
| All | +1,013.2% | +162.3% | +850.9% | +805.0% |
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