+748.9%
TMO vs ZTS
+161.4%
+587.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -0.5% | -3.8% | +3.3% | +1.3% |
| 30D | +1.0% | -2.0% | +3.0% | +1.7% |
| 3M | +22.7% | -10.2% | +32.9% | +28.3% |
| 6M | +19.0% | -39.4% | +58.4% | +47.6% |
| YTD | +4.7% | -40.8% | +45.6% | +31.2% |
| 1Y | +26.0% | -50.1% | +76.1% | +70.8% |
| 3Y | +18.0% | -58.9% | +76.9% | +73.1% |
| 5Y | +8.0% | -62.4% | +70.3% | +63.3% |
| 10Y | +333.8% | +58.8% | +275.0% | +251.8% |
| All | +748.9% | +161.4% | +587.5% | +472.7% |
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