+1,660.4%
GOOGL vs ZTS
+170.4%
+1,490.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | -6.6% | +1.9% | -8.5% | -7.6% |
| 3M | -8.9% | -4.0% | -4.9% | -7.9% |
| 6M | +11.9% | -39.1% | +51.0% | +34.0% |
| YTD | +8.3% | -38.8% | +47.1% | +29.2% |
| 1Y | +46.2% | -49.6% | +95.8% | +88.1% |
| 3Y | +151.9% | -59.0% | +210.8% | +244.6% |
| 5Y | +137.7% | -61.8% | +199.5% | +230.9% |
| 10Y | +757.6% | +61.4% | +696.1% | +598.1% |
| All | +1,660.4% | +170.4% | +1,490.0% | +1,144.5% |
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 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