-26.7%
ZTS vs SAP
-5.6%
-21.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +6.7% |
| 7D | +15.4% | +1.3% | +14.1% | +15.1% |
| 30D | +25.8% | +15.5% | +10.2% | +22.8% |
| 3M | +18.1% | +22.8% | -4.7% | +14.2% |
| 6M | -19.7% | +42.5% | -62.2% | -24.7% |
| YTD | -27.5% | +0.5% | -28.0% | -30.8% |
| 1Y | -26.7% | -5.9% | -20.8% | -28.3% |
| All | -26.7% | -5.6% | -21.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling