+114.0%
CSCO vs ZTS
-62.4%
+176.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.6% |
| 7D | -0.5% | -4.8% | +4.3% | +0.4% |
| 30D | -10.1% | +1.2% | -11.3% | -10.5% |
| 3M | -11.7% | -6.0% | -5.7% | -11.0% |
| 6M | +40.1% | -38.7% | +78.8% | +55.1% |
| YTD | +43.8% | -40.6% | +84.4% | +60.5% |
| 1Y | +66.6% | -50.6% | +117.2% | +95.3% |
| 3Y | +108.5% | -58.7% | +167.3% | +153.2% |
| 5Y | +114.0% | -62.8% | +176.8% | +165.4% |
| All | +114.0% | -62.4% | +176.4% | +165.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling