+200.7%
ZTS vs BB
-32.0%
+232.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.6% | +11.6% | -12.2% | -1.5% |
| 30D | +11.0% | +2.6% | +8.4% | +10.5% |
| 3M | +10.9% | +3.5% | +7.4% | +10.0% |
| 6M | +0.9% | +43.5% | -42.6% | -4.1% |
| YTD | -33.0% | +141.2% | -174.1% | -39.7% |
| 1Y | -29.6% | +97.4% | -127.0% | -35.6% |
| 3Y | -49.0% | +151.1% | -200.1% | -55.8% |
| 5Y | -59.5% | -12.8% | -46.7% | -62.4% |
| 10Y | +77.0% | +27.5% | +49.6% | +38.7% |
| All | +200.7% | -32.0% | +232.8% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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