+60.4%
CVS vs ZTS
+80.8%
-20.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +6.6% | +5.6% | +1.0% | +5.3% |
| 30D | -0.4% | +12.1% | -12.5% | -3.7% |
| 3M | -5.3% | +11.3% | -16.5% | -8.3% |
| 6M | -7.7% | +14.3% | -22.0% | -11.6% |
| YTD | +16.0% | -31.9% | +47.9% | +25.2% |
| 1Y | +16.2% | -29.3% | +45.5% | +23.9% |
| 3Y | +47.6% | -48.0% | +95.6% | +68.1% |
| 5Y | +12.3% | -58.9% | +71.2% | +37.0% |
| All | +60.4% | +80.8% | -20.4% | +24.2% |
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