+2,662.4%
DELL vs ZTS
+80.8%
+2,581.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.5% |
| 7D | +4.9% | +5.6% | -0.7% | +3.0% |
| 30D | -32.1% | +12.1% | -44.2% | -35.1% |
| 3M | -30.2% | +11.3% | -41.5% | -33.6% |
| 6M | +41.7% | +14.3% | +27.4% | +31.3% |
| YTD | +176.6% | -31.9% | +208.5% | +214.2% |
| 1Y | +159.9% | -29.3% | +189.2% | +190.0% |
| 3Y | +388.0% | -48.0% | +436.0% | +497.6% |
| 5Y | +578.2% | -58.9% | +637.1% | +817.5% |
| All | +2,662.4% | +80.8% | +2,581.6% | +1,501.0% |
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