+166.1%
BMY vs ZTS
+197.9%
-31.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +10.0% | +12.4% | -2.4% | +5.7% |
| 3M | -1.2% | +13.6% | -14.7% | -5.4% |
| 6M | +12.8% | +9.3% | +3.5% | +8.8% |
| YTD | +20.7% | -32.6% | +53.3% | +34.6% |
| 1Y | +32.6% | -30.0% | +62.7% | +45.9% |
| 3Y | +41.8% | -48.7% | +90.6% | +70.5% |
| 5Y | +29.0% | -59.3% | +88.3% | +65.1% |
| 10Y | +57.8% | +79.8% | -22.0% | +13.0% |
| All | +166.1% | +197.9% | -31.7% | +58.9% |
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