-58.7%
ZTS vs BAX
-32.5%
-26.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -2.0% |
| 7D | -4.8% | -2.4% | -2.3% | -4.2% |
| 30D | +1.2% | -9.7% | +11.0% | +3.8% |
| 3M | -6.0% | +29.3% | -35.3% | -12.3% |
| 6M | -38.7% | +40.7% | -79.4% | -44.2% |
| YTD | -40.6% | +30.3% | -70.9% | -45.2% |
| 1Y | -50.6% | +3.4% | -54.0% | -52.1% |
| 3Y | -58.7% | -32.0% | -26.7% | -58.4% |
| All | -58.7% | -32.5% | -26.2% | -58.4% |
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