+56.2%
ZTS vs COO
+43.7%
+12.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -1.7% |
| 7D | -4.8% | -2.3% | -2.5% | -3.8% |
| 30D | +1.2% | -8.8% | +10.0% | +5.5% |
| 3M | -6.0% | +1.3% | -7.4% | -6.8% |
| 6M | -38.7% | -11.6% | -27.2% | -35.5% |
| YTD | -40.6% | -17.4% | -23.2% | -35.6% |
| 1Y | -50.6% | -1.6% | -49.0% | -50.6% |
| 3Y | -58.7% | -22.6% | -36.1% | -56.0% |
| 5Y | -62.8% | -40.3% | -22.5% | -56.0% |
| 10Y | +56.2% | +45.2% | +11.0% | +23.4% |
| All | +56.2% | +43.7% | +12.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling