+110.1%
IBM vs ZTS
+185.1%
-75.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.1% |
| 7D | -5.0% | -0.4% | -4.6% | -5.0% |
| 30D | +11.1% | +11.7% | -0.6% | +7.3% |
| 3M | +5.7% | +3.5% | +2.3% | +4.1% |
| 6M | +10.1% | -27.6% | +37.7% | +18.8% |
| YTD | -15.6% | -35.5% | +19.9% | -5.7% |
| 1Y | -19.5% | -32.1% | +12.6% | -11.6% |
| 3Y | +80.4% | -49.1% | +129.5% | +112.3% |
| 5Y | +140.0% | -61.0% | +201.0% | +202.3% |
| 10Y | +155.0% | +74.4% | +80.6% | +102.8% |
| All | +110.1% | +185.1% | -75.0% | +49.5% |
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