+174.6%
ZTS vs SWK
+78.1%
+96.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | +1.9% | -5.7% | +7.6% | +3.7% |
| 3M | -4.0% | +24.1% | -28.1% | -11.1% |
| 6M | -39.1% | +24.7% | -63.8% | -44.0% |
| YTD | -38.8% | +33.9% | -72.7% | -45.1% |
| 1Y | -49.6% | +34.7% | -84.2% | -55.1% |
| 3Y | -59.0% | +15.3% | -74.2% | -63.1% |
| 5Y | -61.8% | -39.3% | -22.5% | -58.6% |
| 10Y | +61.4% | +2.5% | +59.0% | +32.4% |
| All | +174.6% | +78.1% | +96.5% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling