+139.0%
SHOP vs ZTS
-49.4%
+188.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +2.8% | -0.6% | +3.5% | +3.1% |
| 30D | -14.2% | +11.0% | -25.2% | -17.3% |
| 3M | -5.5% | +10.9% | -16.5% | -9.0% |
| 6M | +32.8% | +0.9% | +31.9% | +31.7% |
| YTD | -8.9% | -33.0% | +24.1% | +3.7% |
| 1Y | -7.7% | -29.6% | +21.9% | +2.4% |
| 3Y | +139.0% | -49.0% | +188.1% | +252.7% |
| All | +139.0% | -49.4% | +188.4% | +252.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling