-61.4%
ZTS vs COMP
-31.2%
-30.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -2.0% | +1.4% | -3.3% | -2.1% |
| 30D | +1.9% | -13.3% | +15.2% | +3.4% |
| 3M | -4.0% | +41.1% | -45.1% | -8.0% |
| 6M | -39.1% | +17.2% | -56.3% | -40.9% |
| YTD | -38.8% | +5.2% | -44.0% | -40.1% |
| 1Y | -49.6% | +18.9% | -68.5% | -51.5% |
| 3Y | -59.0% | +215.9% | -274.9% | -66.4% |
| All | -61.4% | -31.2% | -30.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling