+62.3%
NEM vs ZTS
-50.2%
+112.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -3.3% | -4.5% | +1.2% | -3.1% |
| 30D | +7.8% | -3.3% | +11.1% | +7.9% |
| 3M | +36.3% | -9.7% | +46.0% | +36.9% |
| 6M | +6.6% | -38.8% | +45.4% | +13.7% |
| YTD | +27.1% | -41.2% | +68.3% | +37.1% |
| 1Y | +62.3% | -50.3% | +112.6% | +78.9% |
| All | +62.3% | -50.2% | +112.5% | +78.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling