+63.3%
ISRG vs ZTS
-51.2%
+114.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.2% |
| 7D | +4.8% | -0.4% | +5.2% | +5.1% |
| 30D | +9.2% | +11.7% | -2.5% | +5.5% |
| 3M | +21.2% | +3.5% | +17.7% | +19.7% |
| 6M | +0.2% | -27.6% | +27.9% | +8.2% |
| YTD | -20.1% | -35.5% | +15.4% | -10.4% |
| 1Y | -17.3% | -32.1% | +14.8% | -9.0% |
| 3Y | +63.3% | -49.1% | +112.4% | +92.1% |
| All | +63.3% | -51.2% | +114.5% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling