+223.1%
BMNR vs ZTS
-55.9%
+279.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.3% | +3.4% |
| 7D | +0.2% | -3.7% | +4.0% | +1.4% |
| 30D | +39.9% | -0.8% | +40.7% | +40.0% |
| 3M | +51.5% | -9.7% | +61.2% | +56.3% |
| 6M | +18.9% | -38.4% | +57.3% | +47.2% |
| YTD | -7.8% | -41.1% | +33.3% | +17.0% |
| 1Y | -47.6% | -50.6% | +3.0% | -18.3% |
| All | +223.1% | -55.9% | +279.0% | +901.9% |
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