+687.3%
CSCO vs ZTS
+170.4%
+517.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | -10.1% | +1.9% | -12.0% | -11.1% |
| 3M | -15.7% | -4.0% | -11.7% | -15.2% |
| 6M | +36.3% | -39.1% | +75.4% | +57.8% |
| YTD | +43.8% | -38.8% | +82.6% | +66.1% |
| 1Y | +63.9% | -49.6% | +113.5% | +102.3% |
| 3Y | +104.4% | -59.0% | +163.3% | +166.3% |
| 5Y | +111.4% | -61.8% | +173.1% | +177.8% |
| 10Y | +361.7% | +61.4% | +300.2% | +268.7% |
| All | +687.3% | +170.4% | +517.0% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling