-12.1%
CTSH vs ZTS
-61.3%
+49.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.8% |
| 30D | +13.4% | +11.7% | +1.7% | +8.2% |
| 3M | +14.4% | +3.5% | +11.0% | +12.3% |
| 6M | +27.7% | -27.6% | +55.3% | +41.1% |
| YTD | -20.6% | -35.5% | +14.9% | -7.9% |
| 1Y | -9.1% | -32.1% | +23.0% | +3.0% |
| 3Y | +3.1% | -49.1% | +52.2% | +27.3% |
| All | -12.1% | -61.3% | +49.2% | +13.0% |
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 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