+126.0%
GOOGL vs ZTS
-48.0%
+174.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +3.9% | +5.6% | -1.7% | +3.1% |
| 30D | -14.9% | +12.1% | -27.0% | -16.3% |
| 3M | -14.6% | +11.3% | -25.8% | -15.9% |
| 6M | -26.4% | +14.3% | -40.8% | -27.9% |
| YTD | -5.3% | -31.9% | +26.6% | -0.7% |
| 1Y | +6.5% | -29.3% | +35.7% | +11.0% |
| 3Y | +126.0% | -48.0% | +174.1% | +153.5% |
| All | +126.0% | -48.0% | +174.0% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling