+118.9%
DIS vs ZTS
+170.4%
-51.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -2.6% | -2.0% | -0.6% | -1.9% |
| 30D | +3.5% | +1.9% | +1.6% | +2.5% |
| 3M | +6.8% | -4.0% | +10.8% | +8.0% |
| 6M | +3.0% | -39.1% | +42.1% | +21.7% |
| YTD | -6.7% | -38.8% | +32.1% | +10.0% |
| 1Y | -10.1% | -49.6% | +39.5% | +13.6% |
| 3Y | +33.0% | -59.0% | +92.0% | +78.7% |
| 5Y | -40.0% | -61.8% | +21.8% | -18.9% |
| 10Y | +21.1% | +61.4% | -40.4% | +2.5% |
| All | +118.9% | +170.4% | -51.5% | +55.5% |
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