+283.8%
QCOM vs ZTS
+197.9%
+85.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.1% |
| 7D | +13.0% | +1.0% | +12.0% | +12.4% |
| 30D | +0.2% | +12.4% | -12.3% | -4.7% |
| 3M | +9.2% | +13.6% | -4.4% | +3.1% |
| 6M | -15.0% | +9.3% | -24.3% | -19.3% |
| YTD | +5.2% | -32.6% | +37.8% | +20.5% |
| 1Y | +2.4% | -30.0% | +32.4% | +15.0% |
| 3Y | +52.0% | -48.7% | +100.7% | +91.9% |
| 5Y | +19.7% | -59.3% | +79.0% | +66.3% |
| 10Y | +246.9% | +79.8% | +167.1% | +185.7% |
| All | +283.8% | +197.9% | +85.9% | +187.9% |
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