+138.0%
GOOGL vs ZTS
-62.9%
+200.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +1.0% |
| 7D | +1.1% | -4.8% | +5.8% | +2.7% |
| 30D | -4.4% | +1.2% | -5.7% | -5.0% |
| 3M | -6.8% | -6.0% | -0.8% | -5.2% |
| 6M | +13.6% | -38.7% | +52.3% | +32.6% |
| YTD | +8.3% | -40.6% | +48.9% | +27.7% |
| 1Y | +44.9% | -50.6% | +95.5% | +83.1% |
| 3Y | +150.5% | -58.7% | +209.2% | +232.2% |
| All | +138.0% | -62.9% | +200.8% | +221.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling