+632.3%
FERG vs ZTS
+197.9%
+434.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | +8.2% | +1.0% | +7.1% | +8.0% |
| 30D | +14.4% | +12.4% | +2.0% | +11.4% |
| 3M | +4.3% | +13.6% | -9.2% | +1.3% |
| 6M | +7.9% | +9.3% | -1.4% | +5.4% |
| YTD | +16.3% | -32.6% | +48.8% | +25.6% |
| 1Y | +2.2% | -30.0% | +32.3% | +9.6% |
| 3Y | +67.3% | -48.7% | +116.0% | +90.1% |
| 5Y | +75.3% | -59.3% | +134.6% | +103.0% |
| 10Y | +421.0% | +79.8% | +341.2% | +434.9% |
| All | +632.3% | +197.9% | +434.5% | +612.0% |
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 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