+32.8%
CVS vs ZTS
-62.9%
+95.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -1.0% |
| 30D | +0.4% | +1.2% | -0.9% | +0.2% |
| 3M | -0.4% | -6.0% | +5.6% | +0.1% |
| 6M | +25.1% | -38.7% | +63.9% | +32.4% |
| YTD | +23.9% | -40.6% | +64.5% | +31.5% |
| 1Y | +41.1% | -50.6% | +91.7% | +54.3% |
| 3Y | +63.6% | -58.7% | +122.4% | +83.4% |
| All | +32.8% | -62.9% | +95.6% | +47.2% |
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 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