-61.7%
ZTS vs FIS
-62.4%
+0.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +1.9% | -2.2% | +4.1% | +2.6% |
| 3M | -4.0% | +2.1% | -6.1% | -4.9% |
| 6M | -39.1% | -14.7% | -24.5% | -36.4% |
| YTD | -38.8% | -35.7% | -3.1% | -29.9% |
| 1Y | -49.6% | -37.1% | -12.5% | -41.9% |
| 3Y | -59.0% | -20.0% | -39.0% | -56.9% |
| All | -61.7% | -62.4% | +0.7% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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