-13.3%
IBM vs ZTS
-26.9%
+13.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.8% |
| 7D | +0.4% | +15.4% | -15.0% | -1.4% |
| 30D | +14.8% | +25.8% | -11.0% | +11.5% |
| 3M | +8.9% | +18.1% | -9.2% | +6.4% |
| 6M | +12.4% | -19.7% | +32.2% | +13.6% |
| YTD | -12.4% | -27.5% | +15.1% | -7.6% |
| 1Y | -13.3% | -26.7% | +13.4% | -8.4% |
| All | -13.3% | -26.9% | +13.7% | -8.4% |
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 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