+109.9%
UPS vs ZTS
+170.4%
-60.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.3% |
| 30D | -3.5% | +1.9% | -5.4% | -4.4% |
| 3M | -5.7% | -4.0% | -1.7% | -5.0% |
| 6M | -4.4% | -39.1% | +34.8% | +10.9% |
| YTD | +8.0% | -38.8% | +46.8% | +24.9% |
| 1Y | +29.0% | -49.6% | +78.6% | +58.8% |
| 3Y | -27.7% | -59.0% | +31.3% | -5.7% |
| 5Y | -34.3% | -61.8% | +27.4% | -14.0% |
| 10Y | +37.8% | +61.4% | -23.7% | +23.8% |
| All | +109.9% | +170.4% | -60.5% | +68.3% |
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