-58.7%
ZTS vs COMP
-10.9%
-47.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +5.6% | 0.0% | +5.6% | +5.5% |
| 30D | +12.1% | +16.6% | -4.5% | +10.0% |
| 3M | +11.3% | -23.5% | +34.8% | +14.2% |
| 6M | +14.3% | +25.7% | -11.4% | +10.3% |
| YTD | -31.9% | -3.4% | -28.5% | -32.9% |
| 1Y | -29.3% | +7.6% | -36.8% | -31.2% |
| 3Y | -48.0% | +423.6% | -471.6% | -60.1% |
| All | -58.7% | -10.9% | -47.8% | -64.9% |
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