+598.2%
ISRG vs ZTS
+185.1%
+413.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -1.6% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +9.2% | +11.7% | -2.5% | +2.9% |
| 3M | +21.2% | +3.5% | +17.7% | +18.5% |
| 6M | +0.2% | -27.6% | +27.9% | +15.5% |
| YTD | -20.1% | -35.5% | +15.4% | -2.2% |
| 1Y | -17.3% | -32.1% | +14.8% | -1.9% |
| 3Y | +63.3% | -49.1% | +112.4% | +118.3% |
| 5Y | +24.1% | -61.0% | +85.1% | +92.0% |
| 10Y | +507.0% | +74.4% | +432.6% | +385.9% |
| All | +598.2% | +185.1% | +413.1% | +356.3% |
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 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