+200.7%
ZTS vs BAX
-9.0%
+209.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.6% | +3.6% | -4.3% | -1.8% |
| 30D | +11.0% | +8.5% | +2.5% | +7.6% |
| 3M | +10.9% | -4.9% | +15.8% | +12.7% |
| 6M | +0.9% | +47.0% | -46.1% | -13.0% |
| YTD | -33.0% | +38.4% | -71.4% | -42.0% |
| 1Y | -29.6% | +49.1% | -78.7% | -40.8% |
| 3Y | -49.0% | -14.9% | -34.2% | -49.4% |
| 5Y | -59.5% | -63.1% | +3.6% | -43.2% |
| 10Y | +77.0% | -35.6% | +112.6% | +86.2% |
| All | +200.7% | -9.0% | +209.8% | +169.2% |
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