+263.7%
QCOM vs ZTS
+54.3%
+209.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.1% | +4.5% |
| 7D | +5.1% | -4.8% | +9.8% | +7.3% |
| 30D | +4.3% | +1.2% | +3.0% | +3.3% |
| 3M | -19.6% | -6.0% | -13.6% | -18.3% |
| 6M | +29.5% | -38.7% | +68.2% | +57.5% |
| YTD | +3.4% | -40.6% | +44.0% | +27.8% |
| 1Y | +10.9% | -50.6% | +61.5% | +50.6% |
| 3Y | +74.8% | -58.7% | +133.5% | +153.1% |
| 5Y | +36.2% | -62.8% | +99.0% | +105.7% |
| 10Y | +263.7% | +56.2% | +207.5% | +213.2% |
| All | +263.7% | +54.3% | +209.4% | +213.2% |
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