+74.2%
ZTS vs SWK
+29.6%
+44.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | +11.0% | -11.4% | -3.7% |
| 30D | +11.7% | +30.1% | -18.3% | +2.7% |
| 3M | +3.5% | +14.7% | -11.2% | -1.2% |
| 6M | -27.6% | +44.5% | -72.1% | -36.2% |
| YTD | -35.5% | +59.4% | -94.9% | -45.3% |
| 1Y | -32.1% | +77.5% | -109.6% | -44.6% |
| 3Y | -49.1% | +49.5% | -98.5% | -58.0% |
| 5Y | -61.0% | -24.9% | -36.1% | -60.4% |
| All | +74.2% | +29.6% | +44.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling