-24.0%
NKE vs ZTS
+58.7%
-82.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -3.7% | -0.4% | -2.2% |
| 30D | -8.2% | -0.8% | -7.4% | -7.9% |
| 3M | -19.1% | -9.7% | -9.3% | -15.0% |
| 6M | -32.6% | -38.4% | +5.8% | -15.3% |
| YTD | -40.7% | -41.1% | +0.4% | -23.6% |
| 1Y | -48.9% | -50.6% | +1.8% | -27.7% |
| 3Y | -59.2% | -59.1% | -0.1% | -37.1% |
| 5Y | -75.3% | -62.7% | -12.6% | -60.7% |
| All | -24.0% | +58.7% | -82.7% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling