+154.9%
GE vs ZTS
+77.9%
+77.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +9.6% | +11.0% | -1.3% | +5.3% |
| 3M | -7.7% | +10.9% | -18.7% | -11.6% |
| 6M | +14.0% | +0.9% | +13.1% | +12.4% |
| YTD | +10.2% | -33.0% | +43.1% | +25.5% |
| 1Y | +8.9% | -29.6% | +38.5% | +21.4% |
| 3Y | +273.7% | -49.0% | +322.7% | +359.7% |
| 5Y | +410.2% | -59.5% | +469.7% | +581.5% |
| All | +154.9% | +77.9% | +77.0% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling