-50.6%
ZTS vs SAP
-19.9%
-30.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | +2.6% | -1.3% | +0.7% |
| 3M | -6.0% | +16.3% | -22.3% | -9.0% |
| 6M | -38.7% | +6.4% | -45.1% | -40.3% |
| YTD | -40.6% | -11.4% | -29.2% | -41.0% |
| 1Y | -50.6% | -20.4% | -30.2% | -49.4% |
| All | -50.6% | -19.9% | -30.7% | -49.4% |
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