+335.7%
CSCO vs ZTS
+78.9%
+256.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | +6.6% | +1.0% | +5.5% | +6.2% |
| 30D | -11.3% | +12.4% | -23.8% | -15.1% |
| 3M | -17.3% | +13.6% | -30.9% | -21.4% |
| 6M | +3.5% | +9.3% | -5.8% | -1.0% |
| YTD | +34.9% | -32.6% | +67.5% | +52.3% |
| 1Y | +40.5% | -30.0% | +70.5% | +55.8% |
| 3Y | +109.3% | -48.7% | +158.0% | +155.3% |
| 5Y | +105.9% | -59.3% | +165.2% | +176.3% |
| All | +335.7% | +78.9% | +256.7% | +194.3% |
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