+252.1%
INTC vs ZTS
+58.7%
+193.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | +7.5% | -3.7% | +11.2% | +9.0% |
| 30D | +2.0% | -0.8% | +2.7% | +1.7% |
| 3M | -12.0% | -9.7% | -2.3% | -9.7% |
| 6M | +114.5% | -38.4% | +152.9% | +157.5% |
| YTD | +179.0% | -41.1% | +220.1% | +241.3% |
| 1Y | +318.3% | -50.6% | +368.9% | +457.5% |
| 3Y | +171.2% | -59.1% | +230.4% | +288.7% |
| 5Y | +107.6% | -62.7% | +170.3% | +205.3% |
| All | +252.1% | +58.7% | +193.4% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling