-22.4%
BA vs ZTS
-59.3%
+36.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | -8.0% | +12.4% | -20.4% | -11.0% |
| 3M | -25.8% | +13.6% | -39.4% | -28.6% |
| 6M | -27.6% | +9.3% | -36.9% | -29.9% |
| YTD | -21.0% | -32.6% | +11.6% | -12.0% |
| 1Y | -12.3% | -30.0% | +17.8% | -3.8% |
| 3Y | -12.8% | -48.7% | +36.0% | +4.4% |
| 5Y | -22.4% | -59.3% | +36.9% | -13.6% |
| All | -22.4% | -59.3% | +36.9% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling