+1,333.9%
BX vs ZTS
+170.4%
+1,163.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.4% |
| 30D | +0.1% | +1.9% | -1.8% | -1.4% |
| 3M | +16.0% | -4.0% | +20.0% | +17.6% |
| 6M | +21.6% | -39.1% | +60.7% | +54.8% |
| YTD | -8.9% | -38.8% | +29.9% | +15.7% |
| 1Y | -16.6% | -49.6% | +33.0% | +16.9% |
| 3Y | +43.3% | -59.0% | +102.3% | +120.5% |
| 5Y | +25.7% | -61.8% | +87.5% | +99.3% |
| 10Y | +689.5% | +61.4% | +628.1% | +568.7% |
| All | +1,333.9% | +170.4% | +1,163.6% | +881.1% |
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