+346.9%
ORCL vs ZTS
+60.9%
+286.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | -2.0% | +7.2% | +5.9% |
| 30D | +10.0% | +1.9% | +8.1% | +9.0% |
| 3M | -32.6% | -4.0% | -28.6% | -32.1% |
| 6M | +4.9% | -39.1% | +44.1% | +21.1% |
| YTD | -17.8% | -38.8% | +21.1% | -5.6% |
| 1Y | -28.0% | -49.6% | +21.6% | -11.7% |
| 3Y | +36.0% | -59.0% | +95.0% | +76.0% |
| 5Y | +88.7% | -61.8% | +150.5% | +146.9% |
| All | +346.9% | +60.9% | +286.0% | +246.0% |
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