+55.7%
ZTS vs TROW
+130.0%
-74.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | -3.7% | -3.2% | -0.6% | -2.5% |
| 30D | -0.8% | -4.6% | +3.8% | +1.1% |
| 3M | -9.7% | -0.7% | -9.1% | -10.1% |
| 6M | -38.4% | +22.2% | -60.6% | -43.6% |
| YTD | -41.1% | +6.6% | -47.7% | -43.1% |
| 1Y | -50.6% | +5.8% | -56.4% | -52.3% |
| 3Y | -59.1% | +11.6% | -70.7% | -62.3% |
| 5Y | -62.7% | -38.9% | -23.8% | -57.1% |
| All | +55.7% | +130.0% | -74.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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