+556.2%
FERG vs ZTS
+170.4%
+385.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -0.6% | -4.0% | +3.4% | +0.1% |
| 6M | -6.5% | -39.1% | +32.6% | +3.4% |
| YTD | +4.2% | -38.8% | +43.0% | +15.1% |
| 1Y | -2.3% | -49.6% | +47.3% | +12.3% |
| 3Y | +48.5% | -59.0% | +107.5% | +76.6% |
| 5Y | +72.0% | -61.8% | +133.8% | +102.8% |
| 10Y | +369.9% | +61.4% | +308.4% | +393.2% |
| All | +556.2% | +170.4% | +385.9% | +552.2% |
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