+87.8%
ZTS vs ENTG
+757.2%
-669.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.7% |
| 7D | +5.6% | +15.2% | -9.6% | +2.6% |
| 30D | +12.1% | -3.6% | +15.7% | +11.8% |
| 3M | +11.3% | -10.0% | +21.2% | +11.7% |
| 6M | +14.3% | +1.8% | +12.5% | +8.3% |
| YTD | -31.9% | +75.5% | -107.4% | -43.9% |
| 1Y | -29.3% | +82.4% | -111.7% | -42.6% |
| 3Y | -48.0% | +58.5% | -106.6% | -59.2% |
| 5Y | -58.9% | +0.4% | -59.2% | -65.4% |
| All | +87.8% | +757.2% | -669.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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