+200.7%
ZTS vs BAH
+855.2%
-654.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | 0.0% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +11.0% | +18.2% | -7.3% | +6.3% |
| 3M | +10.9% | +13.1% | -2.1% | +7.3% |
| 6M | +0.9% | +15.2% | -14.3% | -3.4% |
| YTD | -33.0% | +6.0% | -39.0% | -35.2% |
| 1Y | -29.6% | +3.1% | -32.7% | -31.7% |
| 3Y | -49.0% | -26.2% | -22.8% | -47.9% |
| 5Y | -59.5% | +9.3% | -68.8% | -64.3% |
| 10Y | +77.0% | +212.3% | -135.3% | +17.8% |
| All | +200.7% | +855.2% | -654.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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