+14.1%
QCOM vs ZTS
-58.9%
+73.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.0% |
| 7D | +4.3% | +5.6% | -1.3% | +2.3% |
| 30D | -0.1% | +12.1% | -12.2% | -4.0% |
| 3M | +5.2% | +11.3% | -6.0% | +1.1% |
| 6M | -18.4% | +14.3% | -32.7% | -23.1% |
| YTD | +2.4% | -31.9% | +34.3% | +17.9% |
| 1Y | +0.9% | -29.3% | +30.2% | +13.6% |
| 3Y | +48.4% | -48.0% | +96.4% | +86.6% |
| All | +14.1% | -58.9% | +73.0% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling