-4.8%
SLB vs ZTS
+54.3%
-59.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +2.1% |
| 30D | +13.6% | +1.2% | +12.3% | +12.9% |
| 3M | +1.5% | -6.0% | +7.5% | +3.1% |
| 6M | +23.0% | -38.7% | +61.8% | +43.2% |
| YTD | +51.2% | -40.6% | +91.8% | +78.2% |
| 1Y | +63.5% | -50.6% | +114.1% | +104.7% |
| 3Y | +2.5% | -58.7% | +61.3% | +34.1% |
| 5Y | +139.2% | -62.8% | +202.0% | +217.0% |
| 10Y | -4.8% | +56.2% | -61.0% | -20.8% |
| All | -4.8% | +54.3% | -59.1% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling