-49.6%
ZTS vs BAX
+9.9%
-59.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.0% | -1.1% | -0.8% | -1.7% |
| 30D | +1.9% | -5.5% | +7.4% | +3.2% |
| 3M | -4.0% | +33.5% | -37.5% | -11.1% |
| 6M | -39.1% | +35.9% | -75.0% | -43.9% |
| YTD | -38.8% | +35.4% | -74.2% | -44.0% |
| 1Y | -49.6% | +9.8% | -59.3% | -53.2% |
| All | -49.6% | +9.9% | -59.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling