+290.2%
GE vs ZTS
+170.4%
+119.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.6% | -2.0% | +0.4% | -0.9% |
| 30D | -11.6% | +1.9% | -13.5% | -12.4% |
| 3M | +3.0% | -4.0% | +7.0% | +3.8% |
| 6M | -0.5% | -39.1% | +38.6% | +15.9% |
| YTD | +9.7% | -38.8% | +48.5% | +27.5% |
| 1Y | +20.0% | -49.6% | +69.6% | +48.4% |
| 3Y | +275.8% | -59.0% | +334.8% | +390.8% |
| 5Y | +429.1% | -61.8% | +490.8% | +594.8% |
| 10Y | +151.2% | +61.4% | +89.7% | +116.6% |
| All | +290.2% | +170.4% | +119.8% | +200.8% |
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