+112.8%
SHOP vs ZTS
-59.1%
+171.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -6.4% |
| 7D | -4.1% | -4.8% | +0.7% | -2.2% |
| 30D | -11.5% | +1.2% | -12.8% | -12.0% |
| 3M | +21.1% | -6.0% | +27.1% | +23.5% |
| 6M | +3.0% | -38.7% | +41.7% | +24.5% |
| YTD | -16.7% | -40.6% | +23.9% | +2.3% |
| 1Y | -8.3% | -50.6% | +42.3% | +24.8% |
| 3Y | +112.8% | -58.7% | +171.6% | +176.6% |
| All | +112.8% | -59.1% | +171.9% | +176.6% |
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