+126.5%
UPS vs ZTS
+197.9%
-71.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | +16.4% | +12.4% | +4.0% | +11.9% |
| 3M | +7.9% | +13.6% | -5.7% | +3.2% |
| 6M | +15.8% | +9.3% | +6.5% | +11.5% |
| YTD | +16.6% | -32.6% | +49.1% | +30.4% |
| 1Y | +22.3% | -30.0% | +52.3% | +34.9% |
| 3Y | -6.2% | -48.7% | +42.5% | +13.3% |
| 5Y | -34.4% | -59.3% | +24.9% | -15.9% |
| 10Y | +41.7% | +79.8% | -38.1% | +22.9% |
| All | +126.5% | +197.9% | -71.4% | +75.6% |
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