+104.7%
CSCO vs ZTS
-49.6%
+154.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +4.8% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | -16.7% | +10.8% | -27.5% | -17.2% |
| 3M | -18.4% | +14.1% | -32.5% | -19.2% |
| 6M | +2.9% | +0.8% | +2.2% | +3.2% |
| YTD | +30.4% | -33.1% | +63.5% | +38.8% |
| 1Y | +41.4% | -30.0% | +71.4% | +49.0% |
| 3Y | +104.7% | -49.5% | +154.2% | +129.7% |
| All | +104.7% | -49.6% | +154.3% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling