+636.9%
FERG vs ZTS
+200.9%
+435.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +9.7% | +5.6% | +4.2% | +8.5% |
| 30D | +15.0% | +12.1% | +3.0% | +12.2% |
| 3M | +3.8% | +11.3% | -7.5% | +1.2% |
| 6M | +10.6% | +14.3% | -3.7% | +7.0% |
| YTD | +17.0% | -31.9% | +48.9% | +26.1% |
| 1Y | +7.1% | -29.3% | +36.3% | +14.5% |
| 3Y | +67.7% | -48.0% | +115.8% | +90.0% |
| 5Y | +76.4% | -58.9% | +135.3% | +103.8% |
| 10Y | +424.2% | +81.7% | +342.6% | +437.0% |
| All | +636.9% | +200.9% | +435.9% | +614.8% |
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