+7.5%
OXY vs ZTS
+162.3%
-154.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.0% |
| 7D | -0.5% | -4.8% | +4.3% | +1.1% |
| 30D | +8.5% | +1.2% | +7.2% | +7.8% |
| 3M | +6.0% | -6.0% | +12.0% | +7.5% |
| 6M | +13.0% | -38.7% | +51.7% | +30.1% |
| YTD | +48.9% | -40.6% | +89.5% | +73.1% |
| 1Y | +36.4% | -50.6% | +87.0% | +68.8% |
| 3Y | -2.3% | -58.7% | +56.5% | +26.5% |
| 5Y | +160.6% | -62.8% | +223.5% | +242.8% |
| 10Y | +2.0% | +56.2% | -54.2% | -15.6% |
| All | +7.5% | +162.3% | -154.8% | -21.7% |
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