+205.7%
ZTS vs BAX
-11.1%
+216.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.9% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +12.1% | +4.1% | +8.0% | +10.3% |
| 3M | +11.3% | -4.5% | +15.8% | +12.9% |
| 6M | +14.3% | +49.2% | -34.9% | -2.1% |
| YTD | -31.9% | +35.2% | -67.1% | -40.5% |
| 1Y | -29.3% | +38.3% | -67.5% | -38.8% |
| 3Y | -48.0% | -19.0% | -29.0% | -47.3% |
| 5Y | -58.9% | -64.2% | +5.3% | -41.7% |
| 10Y | +81.7% | -35.7% | +117.4% | +90.8% |
| All | +205.7% | -11.1% | +216.8% | +175.9% |
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 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