+377.3%
CSCO vs ZTS
+56.2%
+321.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | 0.0% | -3.8% | +3.7% | +1.3% |
| 30D | -10.7% | -2.0% | -8.7% | -10.4% |
| 3M | -8.7% | -10.2% | +1.5% | -5.9% |
| 6M | +44.9% | -39.4% | +84.3% | +70.0% |
| YTD | +44.1% | -40.8% | +85.0% | +70.5% |
| 1Y | +65.9% | -50.1% | +116.0% | +109.4% |
| 3Y | +109.0% | -58.9% | +167.9% | +178.4% |
| 5Y | +114.8% | -62.4% | +177.1% | +192.0% |
| 10Y | +377.3% | +58.8% | +318.5% | +255.5% |
| All | +377.3% | +56.2% | +321.1% | +255.5% |
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