+174.6%
ZTS vs COO
+173.6%
+1.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -2.0% | -2.2% | +0.2% | -1.1% |
| 30D | +1.9% | -7.0% | +8.9% | +5.0% |
| 3M | -4.0% | +12.2% | -16.2% | -8.9% |
| 6M | -39.1% | -15.1% | -24.0% | -35.1% |
| YTD | -38.8% | -15.1% | -23.7% | -34.8% |
| 1Y | -49.6% | +2.3% | -51.9% | -50.4% |
| 3Y | -59.0% | -23.7% | -35.3% | -56.0% |
| 5Y | -61.8% | -38.9% | -22.8% | -55.8% |
| 10Y | +61.4% | +49.9% | +11.5% | +32.8% |
| All | +174.6% | +173.6% | +1.1% | +98.2% |
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