-61.2%
ZTS vs COO
-41.6%
-19.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.5% |
| 7D | -0.4% | +4.7% | -5.1% | -2.1% |
| 30D | +11.7% | +13.9% | -2.2% | +6.2% |
| 3M | +3.5% | -14.9% | +18.4% | +10.0% |
| 6M | -27.6% | +2.0% | -29.7% | -29.1% |
| YTD | -35.5% | -23.9% | -11.6% | -28.5% |
| 1Y | -32.1% | -9.6% | -22.5% | -30.1% |
| 3Y | -49.1% | -25.4% | -23.7% | -46.1% |
| All | -61.2% | -41.6% | -19.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling