-33.7%
STX vs ZTS
+1.9%
-35.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.1% |
| 7D | -1.0% | -7.4% | +6.5% | -6.9% |
| 30D | -26.8% | +9.9% | -36.6% | -18.2% |
| 3M | -32.7% | +10.3% | -43.0% | -24.0% |
| 6M | -33.7% | +9.2% | -42.9% | -22.7% |
| All | -33.7% | +1.9% | -35.7% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling