-49.1%
ZTS vs COMP
+353.8%
-402.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.0% | -4.3% |
| 7D | -0.4% | +13.4% | -13.8% | -1.6% |
| 30D | +11.7% | +11.1% | +0.6% | +10.5% |
| 3M | +3.5% | -18.8% | +22.3% | +5.1% |
| 6M | -27.6% | +10.5% | -38.1% | -28.8% |
| YTD | -35.5% | -3.4% | -32.1% | -36.4% |
| 1Y | -32.1% | +19.7% | -51.8% | -34.2% |
| 3Y | -49.1% | +381.6% | -430.7% | -56.5% |
| All | -49.1% | +353.8% | -402.9% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling