+166.5%
ZTS vs TROW
+147.1%
+19.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.8% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | +1.2% | -4.0% | +5.3% | +3.0% |
| 3M | -6.0% | +5.0% | -11.0% | -8.5% |
| 6M | -38.7% | +24.3% | -63.1% | -44.3% |
| YTD | -40.6% | +9.8% | -50.4% | -43.4% |
| 1Y | -50.6% | +6.4% | -57.0% | -52.4% |
| 3Y | -58.7% | +15.8% | -74.5% | -62.6% |
| 5Y | -62.8% | -37.3% | -25.6% | -57.6% |
| 10Y | +56.2% | +130.6% | -74.4% | -1.8% |
| All | +166.5% | +147.1% | +19.4% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling