-16.6%
SLB vs ZTS
+74.0%
-90.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.3% |
| 7D | -3.7% | -1.0% | -2.7% | -3.6% |
| 30D | +2.9% | +10.8% | -7.9% | -1.1% |
| 3M | +0.2% | +14.1% | -13.8% | -4.8% |
| 6M | -4.4% | +0.8% | -5.2% | -5.9% |
| YTD | +33.4% | -33.1% | +66.5% | +50.5% |
| 1Y | +40.8% | -30.0% | +70.8% | +55.9% |
| 3Y | +3.2% | -49.5% | +52.7% | +25.5% |
| 5Y | +64.8% | -60.2% | +125.0% | +115.6% |
| 10Y | -16.6% | +77.0% | -93.6% | -35.1% |
| All | -16.6% | +74.0% | -90.6% | -35.1% |
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