+167.6%
SYK vs ZTS
+58.5%
+109.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -12.3% | -4.5% | -7.8% | -10.2% |
| 30D | -22.4% | -3.3% | -19.1% | -21.1% |
| 3M | -12.3% | -9.7% | -2.6% | -8.1% |
| 6M | -24.3% | -38.8% | +14.5% | -5.6% |
| YTD | -22.8% | -41.2% | +18.4% | -1.9% |
| 1Y | -28.8% | -50.3% | +21.5% | -2.0% |
| 3Y | -4.0% | -59.1% | +55.2% | +42.4% |
| 5Y | +3.8% | -62.8% | +66.6% | +59.2% |
| All | +167.6% | +58.5% | +109.1% | +91.7% |
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 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