-44.5%
ZTS vs COMP
-56.6%
+12.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.2% | +0.2% | -7.1% |
| 7D | +4.9% | -1.8% | +6.7% | +5.2% |
| 30D | +15.9% | -0.8% | +16.6% | +15.9% |
| 3M | +11.1% | -28.1% | +39.3% | +14.8% |
| 6M | -26.0% | +27.0% | -53.0% | -28.6% |
| YTD | -33.3% | -12.8% | -20.5% | -33.5% |
| 1Y | -30.3% | +4.9% | -35.2% | -31.9% |
| 3Y | -47.0% | +321.0% | -368.0% | -57.6% |
| 5Y | -59.7% | -25.6% | -34.1% | -66.1% |
| All | -44.5% | -56.6% | +12.1% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling