+67.8%
CSX vs ZTS
-61.7%
+129.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -2.0% | -1.4% | -2.9% |
| 30D | -3.1% | +1.9% | -5.0% | -3.8% |
| 3M | +7.2% | -4.0% | +11.2% | +7.9% |
| 6M | +16.2% | -39.1% | +55.3% | +32.6% |
| YTD | +37.5% | -38.8% | +76.4% | +56.5% |
| 1Y | +53.2% | -49.6% | +102.8% | +84.5% |
| 3Y | +68.2% | -59.0% | +127.2% | +113.8% |
| All | +67.8% | -61.7% | +129.5% | +110.3% |
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 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