+21.0%
CTSH vs ZTS
+56.2%
-35.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.7% |
| 7D | -8.2% | -3.8% | -4.4% | -6.5% |
| 30D | +0.4% | -2.0% | +2.4% | +1.3% |
| 3M | +10.6% | -10.2% | +20.8% | +16.1% |
| 6M | -8.8% | -39.4% | +30.6% | +13.3% |
| YTD | -28.6% | -40.8% | +12.2% | -10.2% |
| 1Y | -15.9% | -50.1% | +34.2% | +14.3% |
| 3Y | -13.9% | -58.9% | +45.0% | +25.9% |
| 5Y | -17.1% | -62.4% | +45.3% | +24.2% |
| 10Y | +21.0% | +58.8% | -37.8% | +8.6% |
| All | +21.0% | +56.2% | -35.2% | +8.6% |
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