+200.2%
ZTS vs COO
+151.3%
+48.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.6% |
| 7D | -1.0% | +4.3% | -5.3% | -2.6% |
| 30D | +10.8% | +17.6% | -6.8% | +3.9% |
| 3M | +14.1% | -13.9% | +27.9% | +20.5% |
| 6M | +0.8% | +6.6% | -5.8% | -2.9% |
| YTD | -33.1% | -22.0% | -11.1% | -26.7% |
| 1Y | -30.0% | -8.8% | -21.2% | -28.2% |
| 3Y | -49.5% | -21.5% | -28.0% | -47.0% |
| 5Y | -60.2% | -41.0% | -19.2% | -53.6% |
| 10Y | +77.0% | +40.9% | +36.2% | +48.9% |
| All | +200.2% | +151.3% | +48.9% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling