+238.3%
BA vs ZTS
+170.4%
+67.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | +1.2% | -2.0% | +3.1% | +2.0% |
| 30D | -11.6% | +1.9% | -13.5% | -12.7% |
| 3M | -2.4% | -4.0% | +1.6% | -1.5% |
| 6M | -6.6% | -39.1% | +32.5% | +12.5% |
| YTD | -2.2% | -38.8% | +36.6% | +17.2% |
| 1Y | -8.0% | -49.6% | +41.5% | +19.6% |
| 3Y | -5.0% | -59.0% | +54.0% | +32.7% |
| 5Y | -2.7% | -61.8% | +59.0% | +37.4% |
| 10Y | +75.9% | +61.4% | +14.4% | +43.6% |
| All | +238.3% | +170.4% | +67.9% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling