+174.6%
ZTS vs FISV
+161.5%
+13.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | +1.9% | -2.1% | +4.0% | +2.6% |
| 3M | -4.0% | -5.7% | +1.7% | -2.6% |
| 6M | -39.1% | -15.3% | -23.8% | -36.2% |
| YTD | -38.8% | -21.1% | -17.7% | -34.5% |
| 1Y | -49.6% | -61.1% | +11.5% | -34.5% |
| 3Y | -59.0% | -56.8% | -2.1% | -53.3% |
| 5Y | -61.8% | -54.2% | -7.6% | -58.8% |
| 10Y | +61.4% | +1.6% | +59.9% | +9.6% |
| All | +174.6% | +161.5% | +13.2% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling