+112.0%
IBM vs ZTS
-62.4%
+174.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | +0.3% | -4.8% | +5.1% | +1.2% |
| 30D | -1.5% | +1.2% | -2.7% | -1.8% |
| 3M | -16.8% | -6.0% | -10.7% | -16.0% |
| 6M | -9.0% | -38.7% | +29.7% | -0.9% |
| YTD | -20.1% | -40.6% | +20.6% | -12.2% |
| 1Y | -7.0% | -50.6% | +43.6% | +5.8% |
| 3Y | +72.4% | -58.7% | +131.1% | +102.0% |
| 5Y | +112.0% | -62.8% | +174.8% | +139.2% |
| All | +112.0% | -62.4% | +174.4% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling