+740.7%
GOOGL vs ZTS
+58.5%
+682.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -2.8% | -4.5% | +1.7% | -0.9% |
| 30D | -3.2% | -3.3% | +0.1% | -2.0% |
| 3M | -6.6% | -9.7% | +3.1% | -2.9% |
| 6M | +8.5% | -38.8% | +47.3% | +31.5% |
| YTD | +6.5% | -41.2% | +47.7% | +31.1% |
| 1Y | +39.4% | -50.3% | +89.7% | +84.6% |
| 3Y | +146.2% | -59.1% | +205.3% | +246.1% |
| 5Y | +138.3% | -62.8% | +201.1% | +246.6% |
| All | +740.7% | +58.5% | +682.2% | +570.0% |
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