-62.8%
ZTS vs OTIS
-19.0%
-43.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | -4.5% | -5.0% | +0.5% | -2.0% |
| 30D | -3.3% | -6.5% | +3.2% | -0.1% |
| 3M | -9.7% | -2.0% | -7.8% | -8.9% |
| 6M | -38.8% | -20.2% | -18.7% | -31.8% |
| YTD | -41.2% | -21.0% | -20.2% | -34.3% |
| 1Y | -50.3% | -20.9% | -29.4% | -44.6% |
| 3Y | -59.1% | -13.3% | -45.8% | -58.5% |
| 5Y | -62.8% | -18.5% | -44.2% | -62.8% |
| All | -62.8% | -19.0% | -43.8% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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