+465.4%
ISRG vs ZTS
+170.4%
+295.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -2.3% | +1.9% | -4.2% | -3.6% |
| 3M | -12.4% | -4.0% | -8.4% | -10.9% |
| 6M | -26.8% | -39.1% | +12.3% | -7.3% |
| YTD | -35.3% | -38.8% | +3.5% | -18.4% |
| 1Y | -19.3% | -49.6% | +30.2% | +12.2% |
| 3Y | +18.1% | -59.0% | +77.1% | +79.0% |
| 5Y | +2.6% | -61.8% | +64.4% | +60.4% |
| 10Y | +379.4% | +61.4% | +318.0% | +298.2% |
| All | +465.4% | +170.4% | +295.1% | +280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling