+23.3%
BA vs ZTS
+80.8%
-57.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.5% |
| 7D | -1.1% | +5.6% | -6.7% | -3.6% |
| 30D | -7.1% | +12.1% | -19.2% | -12.1% |
| 3M | -25.5% | +11.3% | -36.8% | -29.6% |
| 6M | -28.7% | +14.3% | -43.0% | -34.1% |
| YTD | -21.0% | -31.9% | +10.9% | -8.0% |
| 1Y | -11.9% | -29.3% | +17.4% | +0.3% |
| 3Y | -16.2% | -48.0% | +31.9% | +8.2% |
| 5Y | -22.4% | -58.9% | +36.5% | +13.1% |
| All | +23.3% | +80.8% | -57.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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