+7,836.4%
NVDA vs ZTS
+80.8%
+7,755.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.6% |
| 7D | -12.7% | +5.6% | -18.3% | -15.6% |
| 30D | -26.4% | +12.1% | -38.5% | -31.9% |
| 3M | -27.6% | +11.3% | -38.9% | -33.3% |
| 6M | -27.7% | +14.3% | -42.0% | -35.6% |
| YTD | -12.5% | -31.9% | +19.4% | +4.8% |
| 1Y | -12.6% | -29.3% | +16.6% | +1.1% |
| 3Y | +235.9% | -48.0% | +284.0% | +345.2% |
| 5Y | +438.2% | -58.9% | +497.1% | +772.9% |
| All | +7,836.4% | +80.8% | +7,755.6% | +3,393.8% |
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