+4.6%
OXY vs ZTS
+200.9%
-196.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +4.2% | +5.6% | -1.4% | +2.4% |
| 30D | -4.3% | +12.1% | -16.4% | -8.3% |
| 3M | +2.3% | +11.3% | -9.0% | -2.0% |
| 6M | +5.5% | +14.3% | -8.8% | -0.3% |
| YTD | +44.9% | -31.9% | +76.8% | +60.1% |
| 1Y | +42.6% | -29.3% | +71.9% | +55.1% |
| 3Y | +0.7% | -48.0% | +48.8% | +19.6% |
| 5Y | +96.9% | -58.9% | +155.7% | +150.4% |
| 10Y | +18.8% | +81.7% | -62.9% | -6.8% |
| All | +4.6% | +200.9% | -196.3% | -27.6% |
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