+71.4%
MSFT vs ZTS
-62.4%
+133.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.3% |
| 7D | -1.4% | -4.8% | +3.4% | 0.0% |
| 30D | -1.0% | +1.2% | -2.3% | -1.5% |
| 3M | +20.2% | -6.0% | +26.2% | +21.8% |
| 6M | +21.3% | -38.7% | +60.0% | +38.4% |
| YTD | +2.8% | -40.6% | +43.4% | +18.3% |
| 1Y | 0.0% | -50.6% | +50.6% | +22.6% |
| 3Y | +51.2% | -58.7% | +110.0% | +94.3% |
| 5Y | +71.4% | -62.8% | +134.3% | +131.6% |
| All | +71.4% | -62.4% | +133.8% | +131.6% |
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