+39.5%
XLC vs ZTS
-59.8%
+99.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.4% |
| 7D | +7.1% | -1.0% | +8.1% | +7.2% |
| 30D | -2.7% | +10.8% | -13.5% | -5.9% |
| 3M | -3.2% | +14.1% | -17.2% | -7.3% |
| 6M | -7.7% | +0.8% | -8.4% | -8.6% |
| YTD | -8.0% | -33.1% | +25.1% | +2.5% |
| 1Y | -3.1% | -30.0% | +26.9% | +6.0% |
| 3Y | +64.9% | -49.5% | +114.4% | +96.4% |
| 5Y | +39.5% | -60.2% | +99.8% | +71.7% |
| All | +39.5% | -59.8% | +99.3% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling