-43.9%
ZTS vs COMP
-52.8%
+8.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +1.0% | +8.9% | -7.9% | 0.0% |
| 30D | +12.4% | +14.0% | -1.5% | +10.7% |
| 3M | +13.6% | -21.1% | +34.7% | +16.0% |
| 6M | +9.3% | +20.1% | -10.8% | +6.2% |
| YTD | -32.6% | -5.0% | -27.6% | -33.5% |
| 1Y | -30.0% | +5.7% | -35.7% | -31.8% |
| 3Y | -48.7% | +412.2% | -461.0% | -59.9% |
| 5Y | -59.3% | -12.1% | -47.2% | -66.2% |
| All | -43.9% | -52.8% | +8.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling