-30.0%
ZTS vs SAP
-5.9%
-24.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +1.8% |
| 30D | +12.4% | +6.5% | +5.9% | +11.3% |
| 3M | +13.6% | +14.7% | -1.1% | +11.0% |
| 6M | +9.3% | +39.9% | -30.6% | +3.0% |
| YTD | -32.6% | -2.0% | -30.6% | -35.2% |
| 1Y | -30.0% | -6.0% | -24.0% | -31.7% |
| All | -30.0% | -5.9% | -24.1% | -31.7% |
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