+780.7%
GOOG vs ZTS
+58.7%
+722.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | -3.7% | +3.8% | +1.7% |
| 30D | -2.0% | -0.8% | -1.2% | -1.8% |
| 3M | -5.9% | -9.7% | +3.9% | -2.2% |
| 6M | +8.9% | -38.4% | +47.3% | +31.4% |
| YTD | +7.1% | -41.1% | +48.2% | +31.6% |
| 1Y | +39.7% | -50.6% | +90.3% | +85.2% |
| 3Y | +145.8% | -59.1% | +205.0% | +245.0% |
| 5Y | +138.6% | -62.7% | +201.3% | +245.8% |
| All | +780.7% | +58.7% | +722.0% | +598.2% |
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 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