+324.2%
CSCO vs ZTS
+75.1%
+249.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | -0.6% | -4.0% | -4.5% |
| 30D | -17.1% | +11.0% | -28.1% | -20.2% |
| 3M | -19.6% | +10.9% | -30.6% | -23.0% |
| 6M | +2.4% | +0.9% | +1.5% | +0.7% |
| YTD | +29.8% | -33.0% | +62.8% | +46.8% |
| 1Y | +38.7% | -29.6% | +68.3% | +53.3% |
| 3Y | +101.3% | -49.0% | +150.4% | +146.0% |
| 5Y | +94.8% | -59.5% | +154.3% | +161.7% |
| 10Y | +324.2% | +77.0% | +247.2% | +195.9% |
| All | +324.2% | +75.1% | +249.1% | +195.9% |
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