+621.7%
HPE vs ZTS
+90.5%
+531.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | -2.3% | +1.9% | -4.2% | -3.5% |
| 3M | -2.9% | -4.0% | +1.1% | -2.5% |
| 6M | +143.6% | -39.1% | +182.7% | +189.9% |
| YTD | +118.5% | -38.8% | +157.3% | +159.7% |
| 1Y | +129.2% | -49.6% | +178.8% | +194.8% |
| 3Y | +212.5% | -59.0% | +271.5% | +329.0% |
| 5Y | +286.9% | -61.8% | +348.7% | +434.7% |
| 10Y | +432.3% | +61.4% | +370.9% | +229.6% |
| All | +621.7% | +90.5% | +531.3% | +312.6% |
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