-44.3%
ZTS vs COMP
-49.2%
+4.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.1% |
| 7D | -1.0% | +14.5% | -15.6% | -2.5% |
| 30D | +10.8% | +14.9% | -4.1% | +9.0% |
| 3M | +14.1% | -14.2% | +28.3% | +15.5% |
| 6M | +0.8% | +23.7% | -23.0% | -2.4% |
| YTD | -33.1% | +2.1% | -35.2% | -34.5% |
| 1Y | -30.0% | +26.2% | -56.2% | -33.0% |
| 3Y | -49.5% | +470.9% | -520.4% | -60.9% |
| 5Y | -60.2% | -14.0% | -46.2% | -67.1% |
| All | -44.3% | -49.2% | +4.9% | -53.7% |
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