+85.9%
ZTS vs SWK
+17.8%
+68.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +1.0% | -2.0% | +3.0% | +1.7% |
| 30D | +12.4% | +24.6% | -12.2% | +4.8% |
| 3M | +13.6% | +10.8% | +2.8% | +9.8% |
| 6M | +9.3% | +46.1% | -36.8% | -4.1% |
| YTD | -32.6% | +56.8% | -89.4% | -42.6% |
| 1Y | -30.0% | +72.7% | -102.8% | -42.4% |
| 3Y | -48.7% | +49.9% | -98.6% | -57.7% |
| 5Y | -59.3% | -30.9% | -28.4% | -57.4% |
| All | +85.9% | +17.8% | +68.0% | +47.1% |
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