-59.7%
ZTS vs SWK
-25.4%
-34.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.4% | -7.2% |
| 7D | +4.9% | +11.3% | -6.3% | +1.9% |
| 30D | +15.9% | +28.1% | -12.2% | +8.3% |
| 3M | +11.1% | +12.6% | -1.5% | +7.3% |
| 6M | -26.0% | +51.7% | -77.7% | -34.5% |
| YTD | -33.3% | +60.0% | -93.2% | -42.1% |
| 1Y | -30.3% | +72.7% | -103.0% | -40.9% |
| 3Y | -47.0% | +46.3% | -93.3% | -54.8% |
| 5Y | -59.7% | -24.6% | -35.1% | -61.2% |
| All | -59.7% | -25.4% | -34.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling