-49.1%
ZTS vs SWKS
-0.7%
-48.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | -0.4% | -6.2% | +5.8% | +0.3% |
| 30D | +11.7% | -1.5% | +13.2% | +11.8% |
| 3M | +3.5% | +23.0% | -19.5% | -0.1% |
| 6M | -27.6% | +27.6% | -55.2% | -31.4% |
| YTD | -35.5% | +32.3% | -67.8% | -39.7% |
| 1Y | -32.1% | +20.1% | -52.2% | -35.4% |
| 3Y | -49.1% | +0.6% | -49.7% | -50.9% |
| All | -49.1% | -0.7% | -48.4% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling