-61.2%
ZTS vs COMP
-17.6%
-43.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.7% | -14.0% | -4.5% |
| 7D | -0.4% | +13.4% | -13.8% | -1.8% |
| 30D | +11.7% | +11.1% | +0.6% | +10.2% |
| 3M | +3.5% | -18.8% | +22.3% | +5.5% |
| 6M | -27.6% | +10.5% | -38.1% | -29.0% |
| YTD | -35.5% | -3.4% | -32.1% | -36.5% |
| 1Y | -32.1% | +19.7% | -51.8% | -34.7% |
| 3Y | -49.1% | +381.6% | -430.7% | -60.5% |
| All | -61.2% | -17.6% | -43.6% | -66.5% |
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 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