+1,154.4%
GLW vs ZTS
+185.1%
+969.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.7% |
| 7D | -13.9% | -0.4% | -13.5% | -13.9% |
| 30D | -35.0% | +11.7% | -46.7% | -37.6% |
| 3M | -32.4% | +3.5% | -35.8% | -34.0% |
| 6M | -41.3% | -27.6% | -13.7% | -36.1% |
| YTD | +21.8% | -35.5% | +57.3% | +39.0% |
| 1Y | +21.8% | -32.1% | +53.9% | +35.6% |
| 3Y | +307.7% | -49.1% | +356.8% | +396.4% |
| 5Y | +213.7% | -61.0% | +274.7% | +323.3% |
| 10Y | +509.3% | +74.4% | +434.9% | +358.4% |
| All | +1,154.4% | +185.1% | +969.3% | +724.2% |
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