+58.8%
ZTS vs BAX
-37.8%
+96.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | -3.8% | -5.1% | +1.3% | -2.0% |
| 30D | -2.0% | -12.2% | +10.1% | +2.4% |
| 3M | -10.2% | +21.8% | -32.0% | -16.8% |
| 6M | -39.4% | +36.3% | -75.7% | -46.3% |
| YTD | -40.8% | +27.8% | -68.6% | -46.9% |
| 1Y | -50.1% | -0.1% | -50.1% | -51.5% |
| 3Y | -58.9% | -33.3% | -25.6% | -55.2% |
| 5Y | -62.4% | -67.1% | +4.7% | -45.0% |
| 10Y | +58.8% | -36.9% | +95.7% | +77.8% |
| All | +58.8% | -37.8% | +96.6% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling