-59.5%
ZTS vs SWKS
-41.6%
-17.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.6% | -3.1% | +2.5% | -0.1% |
| 30D | +11.0% | +8.3% | +2.6% | +9.1% |
| 3M | +10.9% | +20.2% | -9.3% | +5.7% |
| 6M | +0.9% | +24.9% | -24.0% | -6.3% |
| YTD | -33.0% | +33.2% | -66.1% | -39.4% |
| 1Y | -29.6% | +23.6% | -53.2% | -35.1% |
| 3Y | -49.0% | +1.3% | -50.3% | -53.6% |
| 5Y | -59.5% | -40.6% | -18.9% | -59.4% |
| All | -59.5% | -41.6% | -17.9% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling