+51.2%
MSFT vs ZTS
-59.1%
+110.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.9% |
| 7D | -1.4% | -4.8% | +3.4% | -1.0% |
| 30D | -1.0% | +1.2% | -2.3% | -1.1% |
| 3M | +20.2% | -6.0% | +26.2% | +20.7% |
| 6M | +21.3% | -38.7% | +60.0% | +26.4% |
| YTD | +2.8% | -40.6% | +43.4% | +7.4% |
| 1Y | 0.0% | -50.6% | +50.6% | +7.0% |
| 3Y | +51.2% | -58.7% | +110.0% | +66.5% |
| All | +51.2% | -59.1% | +110.3% | +66.5% |
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