+230.9%
QCOM vs ZTS
+74.0%
+156.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.0% |
| 7D | +5.8% | -1.0% | +6.8% | +6.4% |
| 30D | -2.3% | +10.8% | -13.1% | -6.9% |
| 3M | +2.7% | +14.1% | -11.4% | -3.9% |
| 6M | -21.0% | +0.8% | -21.8% | -22.9% |
| YTD | +1.8% | -33.1% | +34.9% | +19.2% |
| 1Y | +2.4% | -30.0% | +32.4% | +16.7% |
| 3Y | +52.1% | -49.5% | +101.7% | +99.3% |
| 5Y | +14.6% | -60.2% | +74.9% | +69.6% |
| 10Y | +230.9% | +77.0% | +153.8% | +137.8% |
| All | +230.9% | +74.0% | +156.9% | +137.8% |
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