+60.1%
BMY vs ZTS
+80.8%
-20.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.4% |
| 7D | +2.1% | +5.6% | -3.5% | +0.3% |
| 30D | +7.0% | +12.1% | -5.1% | +3.0% |
| 3M | -0.9% | +11.3% | -12.1% | -4.5% |
| 6M | +14.9% | +14.3% | +0.6% | +9.3% |
| YTD | +22.8% | -31.9% | +54.7% | +36.5% |
| 1Y | +36.2% | -29.3% | +65.5% | +49.3% |
| 3Y | +45.7% | -48.0% | +93.7% | +74.5% |
| 5Y | +31.3% | -58.9% | +90.2% | +69.2% |
| All | +60.1% | +80.8% | -20.7% | +7.8% |
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