+23.9%
ISRG vs ZTS
-61.3%
+85.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -1.8% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +9.2% | +11.7% | -2.5% | +3.6% |
| 3M | +21.2% | +3.5% | +17.7% | +18.8% |
| 6M | +0.2% | -27.6% | +27.9% | +13.6% |
| YTD | -20.1% | -35.5% | +15.4% | -4.1% |
| 1Y | -17.3% | -32.1% | +14.8% | -3.6% |
| 3Y | +63.3% | -49.1% | +112.4% | +110.5% |
| All | +23.9% | -61.3% | +85.2% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling