-49.0%
ZTS vs BAX
-15.3%
-33.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.6% | +3.6% | -4.3% | -1.5% |
| 30D | +11.0% | +8.5% | +2.5% | +8.5% |
| 3M | +10.9% | -4.9% | +15.8% | +12.2% |
| 6M | +0.9% | +47.0% | -46.1% | -9.3% |
| YTD | -33.0% | +38.4% | -71.4% | -39.5% |
| 1Y | -29.6% | +49.1% | -78.7% | -37.8% |
| 3Y | -49.0% | -14.9% | -34.2% | -50.4% |
| All | -49.0% | -15.3% | -33.7% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling