+10.2%
ORCL vs ZTS
-51.2%
+61.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | -11.2% | -0.4% | -10.7% | -11.0% |
| 30D | -18.8% | +11.7% | -30.6% | -19.1% |
| 3M | -18.8% | +3.5% | -22.2% | -18.8% |
| 6M | -39.7% | -27.6% | -12.1% | -38.1% |
| YTD | -39.6% | -35.5% | -4.2% | -37.3% |
| 1Y | -51.7% | -32.1% | -19.6% | -50.2% |
| 3Y | +10.2% | -49.1% | +59.3% | +14.1% |
| All | +10.2% | -51.2% | +61.4% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling