+359.4%
RTX vs ZTS
+185.1%
+174.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | -5.1% | -0.4% | -4.7% | -5.3% |
| 30D | +5.1% | +11.7% | -6.6% | +1.2% |
| 3M | -14.8% | +3.5% | -18.3% | -16.3% |
| 6M | +8.0% | -27.6% | +35.7% | +17.5% |
| YTD | +4.5% | -35.5% | +39.9% | +17.8% |
| 1Y | +9.8% | -32.1% | +41.9% | +21.4% |
| 3Y | +144.2% | -49.1% | +193.3% | +189.9% |
| 5Y | +131.4% | -61.0% | +192.5% | +198.5% |
| 10Y | +273.3% | +74.4% | +198.9% | +194.8% |
| All | +359.4% | +185.1% | +174.3% | +218.8% |
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 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