+60.7%
BMY vs ZTS
+58.7%
+2.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.8% | -3.7% | -1.0% | -3.6% |
| 30D | -0.1% | -0.8% | +0.7% | +0.1% |
| 3M | +13.1% | -9.7% | +22.8% | +16.4% |
| 6M | +8.4% | -38.4% | +46.8% | +24.7% |
| YTD | +22.0% | -41.1% | +63.1% | +42.2% |
| 1Y | +40.3% | -50.6% | +90.9% | +73.0% |
| 3Y | +20.5% | -59.1% | +79.7% | +56.3% |
| 5Y | +23.7% | -62.7% | +86.4% | +63.1% |
| All | +60.7% | +58.7% | +2.0% | +20.6% |
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 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