-2.2%
NFLX vs ZTS
-60.0%
+57.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | -10.0% | +11.0% | -21.0% | -13.3% |
| 3M | -17.1% | +10.9% | -28.0% | -20.2% |
| 6M | -27.7% | +0.9% | -28.6% | -28.5% |
| YTD | -32.5% | -33.0% | +0.5% | -24.0% |
| 1Y | -43.5% | -29.6% | -13.9% | -37.7% |
| 3Y | +41.4% | -49.0% | +90.5% | +69.1% |
| 5Y | -2.2% | -59.5% | +57.3% | +27.5% |
| All | -2.2% | -60.0% | +57.8% | +27.5% |
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 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