+2,038.9%
STX vs ZTS
+78.9%
+1,960.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +16.8% | +1.0% | +15.8% | +16.5% |
| 30D | -27.0% | +12.4% | -39.5% | -30.3% |
| 3M | -37.9% | +13.6% | -51.4% | -41.2% |
| 6M | -32.5% | +9.3% | -41.8% | -36.2% |
| YTD | +98.6% | -32.6% | +131.2% | +126.0% |
| 1Y | +93.6% | -30.0% | +123.6% | +116.0% |
| 3Y | +699.1% | -48.7% | +747.8% | +903.2% |
| 5Y | +481.0% | -59.3% | +540.3% | +703.8% |
| All | +2,038.9% | +78.9% | +1,960.0% | +1,076.8% |
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