+14,551.4%
NVDA vs ZTS
+58.5%
+14,492.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -4.3% | -4.5% | +0.2% | -1.7% |
| 30D | +0.5% | -3.3% | +3.8% | +1.8% |
| 3M | +9.1% | -9.7% | +18.8% | +13.8% |
| 6M | +18.5% | -38.8% | +57.3% | +52.9% |
| YTD | +17.4% | -41.2% | +58.5% | +54.5% |
| 1Y | +23.4% | -50.3% | +73.7% | +80.8% |
| 3Y | +380.6% | -59.1% | +439.7% | +657.8% |
| 5Y | +875.7% | -62.8% | +938.5% | +1,563.8% |
| All | +14,551.4% | +58.5% | +14,492.9% | +9,255.8% |
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