-2.3%
FERG vs ZTS
-49.3%
+47.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | 0.0% | -2.0% | +1.9% | +0.4% |
| 30D | -10.2% | +1.9% | -12.1% | -10.8% |
| 3M | -0.6% | -4.0% | +3.4% | +0.2% |
| 6M | -6.5% | -39.1% | +32.6% | +7.0% |
| YTD | +4.2% | -38.8% | +43.0% | +19.1% |
| 1Y | -2.3% | -49.6% | +47.3% | +21.5% |
| All | -2.3% | -49.3% | +47.1% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling