+539.2%
ISRG vs ZTS
+80.8%
+458.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -2.0% | +5.6% | -7.6% | -5.1% |
| 30D | +5.6% | +12.1% | -6.5% | -1.5% |
| 3M | +10.5% | +11.3% | -0.7% | +3.4% |
| 6M | +2.6% | +14.3% | -11.7% | -5.9% |
| YTD | -21.7% | -31.9% | +10.2% | -4.9% |
| 1Y | -21.6% | -29.3% | +7.7% | -7.3% |
| 3Y | +57.0% | -48.0% | +105.1% | +114.8% |
| 5Y | +25.0% | -58.9% | +83.9% | +100.2% |
| All | +539.2% | +80.8% | +458.4% | +346.3% |
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