+257.2%
XOM vs ZTS
-63.0%
+320.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -3.7% | +7.8% | +4.5% |
| 30D | +4.6% | -0.8% | +5.4% | +4.6% |
| 3M | +14.0% | -9.7% | +23.7% | +15.1% |
| 6M | +11.0% | -38.4% | +49.4% | +16.7% |
| YTD | +40.7% | -41.1% | +81.8% | +48.8% |
| 1Y | +52.3% | -50.6% | +102.9% | +64.8% |
| 3Y | +60.5% | -59.1% | +119.6% | +76.7% |
| All | +257.2% | -63.0% | +320.2% | +265.0% |
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