+81.2%
CTSH vs ZTS
+170.4%
-89.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -2.7% | -2.0% | -0.7% | -1.8% |
| 30D | +12.4% | +1.9% | +10.5% | +11.1% |
| 3M | +17.4% | -4.0% | +21.4% | +19.1% |
| 6M | -3.1% | -39.1% | +36.1% | +18.4% |
| YTD | -23.6% | -38.8% | +15.2% | -6.7% |
| 1Y | -10.8% | -49.6% | +38.7% | +18.2% |
| 3Y | -8.3% | -59.0% | +50.7% | +30.8% |
| 5Y | -11.3% | -61.8% | +50.4% | +28.2% |
| 10Y | +22.6% | +61.4% | -38.8% | -0.6% |
| All | +81.2% | +170.4% | -89.2% | +21.7% |
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