+182.4%
BMY vs ZTS
+170.4%
+12.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | +0.4% | -2.0% | +2.3% | +1.0% |
| 30D | +5.0% | +1.9% | +3.1% | +4.2% |
| 3M | +19.4% | -4.0% | +23.4% | +20.5% |
| 6M | +9.5% | -39.1% | +48.7% | +26.8% |
| YTD | +28.1% | -38.8% | +66.9% | +47.7% |
| 1Y | +50.0% | -49.6% | +99.5% | +84.0% |
| 3Y | +24.1% | -59.0% | +83.0% | +61.1% |
| 5Y | +25.0% | -61.8% | +86.7% | +63.0% |
| 10Y | +68.7% | +61.4% | +7.2% | +25.2% |
| All | +182.4% | +170.4% | +12.1% | +74.5% |
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