-2.5%
IBM vs ZTS
-49.3%
+46.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | -21.6% | -4.0% | -17.6% | -21.5% |
| 6M | -4.7% | -39.1% | +34.4% | +0.9% |
| YTD | -19.1% | -38.8% | +19.7% | -14.1% |
| 1Y | -2.5% | -49.6% | +47.1% | +5.8% |
| All | -2.5% | -49.3% | +46.8% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling