+88.2%
CTSH vs ZTS
+185.1%
-96.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.8% |
| 30D | +13.4% | +11.7% | +1.7% | +7.5% |
| 3M | +14.4% | +3.5% | +11.0% | +12.0% |
| 6M | +27.7% | -27.6% | +55.3% | +43.8% |
| YTD | -20.6% | -35.5% | +14.9% | -5.7% |
| 1Y | -9.1% | -32.1% | +23.0% | +5.2% |
| 3Y | +3.1% | -49.1% | +52.2% | +32.1% |
| 5Y | -11.8% | -61.0% | +49.3% | +26.4% |
| 10Y | +42.7% | +74.4% | -31.7% | +11.9% |
| All | +88.2% | +185.1% | -96.9% | +22.9% |
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