+7.1%
FERG vs ZTS
-29.2%
+36.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +9.7% | +5.6% | +4.2% | +8.1% |
| 30D | +15.0% | +12.1% | +3.0% | +11.7% |
| 3M | +3.8% | +11.3% | -7.5% | +0.8% |
| 6M | +10.6% | +14.3% | -3.7% | +6.5% |
| YTD | +17.0% | -31.9% | +48.9% | +33.9% |
| 1Y | +7.1% | -29.3% | +36.3% | +19.4% |
| All | +7.1% | -29.2% | +36.3% | +19.4% |
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