+311.1%
GM vs ZTS
+162.3%
+148.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.1% |
| 7D | +0.4% | -4.8% | +5.2% | +2.3% |
| 30D | -1.8% | +1.2% | -3.1% | -2.5% |
| 3M | +2.6% | -6.0% | +8.6% | +4.5% |
| 6M | +14.6% | -38.7% | +53.3% | +36.2% |
| YTD | +6.2% | -40.6% | +46.8% | +27.8% |
| 1Y | +48.7% | -50.6% | +99.3% | +91.9% |
| 3Y | +168.3% | -58.7% | +227.1% | +265.4% |
| 5Y | +82.8% | -62.8% | +145.6% | +154.4% |
| 10Y | +226.2% | +56.2% | +170.0% | +169.6% |
| All | +311.1% | +162.3% | +148.8% | +181.3% |
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