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  • ZTS vs BAX✓SelectedUSD · BAXZTS vs BAX performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs BAX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
BAX return
-11.1%
Excess return
+185.7%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBAXExcessAlpha
1D-0.6%+1.0%-1.6%-1.0%
7D-2.0%-1.1%-0.8%-1.6%
30D+1.9%-5.5%+7.4%+3.9%
3M-4.0%+33.5%-37.5%-14.2%
6M-39.1%+35.9%-75.0%-46.3%
YTD-38.8%+35.4%-74.2%-46.5%
1Y-49.6%+9.8%-59.3%-52.7%
3Y-59.0%-32.7%-26.2%-55.2%
5Y-61.8%-65.6%+3.8%-44.8%
10Y+61.4%-34.9%+96.4%+68.6%
All+174.6%-11.1%+185.7%+148.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling