+81.5%
BSX vs ZTS
+58.5%
+23.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -8.2% | -4.5% | -3.7% | -6.3% |
| 30D | -15.8% | -3.3% | -12.5% | -14.6% |
| 3M | -10.8% | -9.7% | -1.1% | -7.0% |
| 6M | -38.4% | -38.8% | +0.5% | -25.8% |
| YTD | -54.8% | -41.2% | -13.6% | -44.9% |
| 1Y | -59.0% | -50.3% | -8.7% | -46.4% |
| 3Y | -20.0% | -59.1% | +39.1% | +11.1% |
| 5Y | -3.1% | -62.8% | +59.7% | +38.3% |
| All | +81.5% | +58.5% | +23.0% | +21.2% |
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