+356.0%
ISRG vs ZTS
+54.3%
+301.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -2.8% |
| 7D | -5.2% | -4.8% | -0.4% | -2.4% |
| 30D | -7.6% | +1.2% | -8.8% | -8.3% |
| 3M | -16.4% | -6.0% | -10.3% | -13.6% |
| 6M | -28.6% | -38.7% | +10.2% | -7.5% |
| YTD | -38.2% | -40.6% | +2.4% | -18.6% |
| 1Y | -25.5% | -50.6% | +25.1% | +8.9% |
| 3Y | +17.4% | -58.7% | +76.2% | +85.6% |
| 5Y | -3.0% | -62.8% | +59.9% | +63.2% |
| 10Y | +356.0% | +56.2% | +299.8% | +268.6% |
| All | +356.0% | +54.3% | +301.6% | +268.6% |
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