-10.5%
SLB vs ZTS
+185.1%
-195.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.6% |
| 7D | -7.1% | -0.4% | -6.7% | -7.3% |
| 30D | +4.1% | +11.7% | -7.6% | +0.1% |
| 3M | -2.6% | +3.5% | -6.1% | -4.3% |
| 6M | -8.6% | -27.6% | +19.1% | -0.6% |
| YTD | +32.2% | -35.5% | +67.7% | +49.2% |
| 1Y | +40.7% | -32.1% | +72.7% | +55.9% |
| 3Y | -4.5% | -49.1% | +44.6% | +13.7% |
| 5Y | +66.4% | -61.0% | +127.4% | +112.0% |
| 10Y | -15.1% | +74.4% | -89.5% | -32.6% |
| All | -10.5% | +185.1% | -195.5% | -37.7% |
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 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