+101.4%
IBM vs ZTS
+170.4%
-68.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -2.0% | +1.7% | +0.3% |
| 30D | +0.3% | +1.9% | -1.6% | -0.6% |
| 3M | -21.6% | -4.0% | -17.6% | -20.9% |
| 6M | -4.7% | -39.1% | +34.4% | +8.6% |
| YTD | -19.1% | -38.8% | +19.7% | -7.9% |
| 1Y | -2.5% | -49.6% | +47.1% | +17.2% |
| 3Y | +74.2% | -59.0% | +133.1% | +120.0% |
| 5Y | +113.1% | -61.8% | +174.9% | +169.5% |
| 10Y | +133.5% | +61.4% | +72.1% | +90.1% |
| All | +101.4% | +170.4% | -68.9% | +46.0% |
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 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