+85.9%
ZTS vs BAX
-36.0%
+121.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +12.4% | +3.4% | +9.0% | +11.0% |
| 3M | +13.6% | -4.5% | +18.0% | +15.2% |
| 6M | +9.3% | +44.0% | -34.7% | -4.6% |
| YTD | -32.6% | +34.9% | -67.5% | -40.7% |
| 1Y | -30.0% | +37.9% | -67.9% | -39.1% |
| 3Y | -48.7% | -17.1% | -31.7% | -48.5% |
| 5Y | -59.3% | -64.3% | +5.0% | -42.2% |
| All | +85.9% | -36.0% | +121.9% | +112.9% |
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