+265.6%
QCOM vs ZTS
+170.4%
+95.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +3.3% | -2.0% | +5.3% | +4.1% |
| 30D | +7.7% | +1.9% | +5.8% | +6.3% |
| 3M | -30.1% | -4.0% | -26.1% | -29.6% |
| 6M | +22.8% | -39.1% | +62.0% | +47.4% |
| YTD | +0.2% | -38.8% | +39.0% | +19.8% |
| 1Y | +7.9% | -49.6% | +57.4% | +40.7% |
| 3Y | +55.8% | -59.0% | +114.8% | +118.4% |
| 5Y | +30.1% | -61.8% | +91.8% | +85.8% |
| 10Y | +248.9% | +61.4% | +187.4% | +200.4% |
| All | +265.6% | +170.4% | +95.2% | +186.3% |
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 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