+370.3%
HPE vs ZTS
+80.8%
+289.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -4.1% |
| 7D | +7.9% | +5.6% | +2.3% | +6.0% |
| 30D | -23.5% | +12.1% | -35.6% | -26.8% |
| 3M | -19.1% | +11.3% | -30.3% | -22.8% |
| 6M | +51.4% | +14.3% | +37.1% | +41.3% |
| YTD | +103.4% | -31.9% | +135.3% | +130.4% |
| 1Y | +114.4% | -29.3% | +143.7% | +138.5% |
| 3Y | +224.7% | -48.0% | +272.7% | +298.7% |
| 5Y | +277.8% | -58.9% | +336.6% | +407.0% |
| All | +370.3% | +80.8% | +289.5% | +188.0% |
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