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  • ZTS vs SNPS✓SelectedUSD · SNPSZTS vs SNPS performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs SNPS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
SNPS return
+1,074.9%
Excess return
-900.3%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSNPSExcessAlpha
1D-0.6%-5.4%+4.8%+1.0%
7D-2.0%-11.0%+9.0%+1.4%
30D+1.9%-1.7%+3.7%+1.5%
3M-4.0%-20.4%+16.4%+1.7%
6M-39.1%-8.6%-30.5%-38.8%
YTD-38.8%-16.2%-22.6%-37.2%
1Y-49.6%-34.6%-15.0%-46.2%
3Y-59.0%-14.5%-44.5%-63.4%
5Y-61.8%+17.0%-78.7%-71.7%
10Y+61.4%+560.0%-498.6%-49.1%
All+174.6%+1,074.9%-900.3%-26.9%

Cumulative growth

Daily Returns

Daily percentage return beside SNPS.

Daily Out/Under-Performance

Portfolio return minus SNPS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SNPS 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 SNPS 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