+55.7%
ZTS vs FISV
+3.1%
+52.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.3% | -1.6% |
| 7D | -3.7% | -2.7% | -1.1% | -3.0% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | -9.7% | -2.8% | -6.9% | -9.4% |
| 6M | -38.4% | -11.8% | -26.6% | -36.4% |
| YTD | -41.1% | -23.2% | -17.9% | -36.7% |
| 1Y | -50.6% | -62.0% | +11.4% | -36.2% |
| 3Y | -59.1% | -57.6% | -1.5% | -54.1% |
| 5Y | -62.7% | -53.4% | -9.3% | -61.1% |
| All | +55.7% | +3.1% | +52.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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