+667.4%
NFLX vs ZTS
+58.5%
+608.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -8.1% | -4.5% | -3.6% | -6.2% |
| 30D | +1.6% | -3.3% | +4.9% | +3.0% |
| 3M | -7.3% | -9.7% | +2.4% | -3.5% |
| 6M | -21.6% | -38.8% | +17.3% | -5.6% |
| YTD | -18.9% | -41.2% | +22.3% | -0.6% |
| 1Y | -39.1% | -50.3% | +11.2% | -20.0% |
| 3Y | +71.7% | -59.1% | +130.8% | +139.2% |
| 5Y | +27.0% | -62.8% | +89.7% | +82.4% |
| All | +667.4% | +58.5% | +608.9% | +414.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling