+642.7%
BX vs ZTS
+58.5%
+584.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -8.9% | -4.5% | -4.4% | -6.5% |
| 30D | -14.8% | -3.3% | -11.5% | -13.2% |
| 3M | +6.9% | -9.7% | +16.7% | +12.4% |
| 6M | +16.3% | -38.8% | +55.1% | +50.7% |
| YTD | -16.1% | -41.2% | +25.1% | +11.4% |
| 1Y | -26.8% | -50.3% | +23.5% | +6.8% |
| 3Y | +22.4% | -59.1% | +81.6% | +96.2% |
| 5Y | +16.0% | -62.8% | +78.8% | +95.0% |
| All | +642.7% | +58.5% | +584.2% | +622.6% |
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