-62.8%
ZTS vs BAX
-67.0%
+4.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | -6.0% | +29.3% | -35.3% | -12.7% |
| 6M | -38.7% | +40.7% | -79.4% | -44.5% |
| YTD | -40.6% | +30.3% | -70.9% | -45.5% |
| 1Y | -50.6% | +3.4% | -54.0% | -52.1% |
| 3Y | -58.7% | -32.0% | -26.7% | -56.3% |
| 5Y | -62.8% | -66.9% | +4.0% | -51.5% |
| All | -62.8% | -67.0% | +4.2% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling