+189.6%
ZTS vs SAP
+249.8%
-60.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -1.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +11.7% | +11.1% | +0.6% | +7.7% |
| 3M | +3.5% | +17.0% | -13.6% | -2.3% |
| 6M | -27.6% | +34.8% | -62.5% | -35.6% |
| YTD | -35.5% | -2.2% | -33.2% | -36.3% |
| 1Y | -32.1% | -6.4% | -25.6% | -31.9% |
| 3Y | -49.1% | +75.1% | -124.2% | -61.0% |
| 5Y | -61.0% | +69.8% | -130.9% | -70.6% |
| 10Y | +74.4% | +219.8% | -145.5% | 0.0% |
| All | +189.6% | +249.8% | -60.2% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling