+41.0%
CVS vs ZTS
+58.5%
-17.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.0% | -4.5% | +2.5% | -0.9% |
| 30D | +1.9% | -3.3% | +5.2% | +2.6% |
| 3M | -2.2% | -9.7% | +7.6% | -0.1% |
| 6M | +26.7% | -38.8% | +65.6% | +41.1% |
| YTD | +22.9% | -41.2% | +64.1% | +38.0% |
| 1Y | +32.9% | -50.3% | +83.2% | +56.1% |
| 3Y | +62.3% | -59.1% | +121.4% | +98.5% |
| 5Y | +34.2% | -62.8% | +97.0% | +66.5% |
| All | +41.0% | +58.5% | -17.5% | +12.9% |
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 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