+68.2%
NKE vs ZTS
+161.4%
-93.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -2.3% | -3.8% | +1.4% | -0.6% |
| 30D | -10.4% | -2.0% | -8.3% | -9.6% |
| 3M | -15.5% | -10.2% | -5.3% | -11.5% |
| 6M | -32.6% | -39.4% | +6.8% | -17.2% |
| YTD | -39.8% | -40.8% | +1.0% | -25.2% |
| 1Y | -47.6% | -50.1% | +2.5% | -29.7% |
| 3Y | -59.0% | -58.9% | -0.1% | -40.6% |
| 5Y | -74.9% | -62.4% | -12.6% | -62.8% |
| 10Y | -21.9% | +58.8% | -80.7% | -27.3% |
| All | +68.2% | +161.4% | -93.2% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling