+202.6%
ZTS vs BB
-32.2%
+234.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +1.0% | +9.0% | -7.9% | +0.3% |
| 30D | +12.4% | +7.7% | +4.7% | +11.4% |
| 3M | +13.6% | +4.0% | +9.6% | +12.6% |
| 6M | +9.3% | +46.6% | -37.3% | +3.6% |
| YTD | -32.6% | +140.6% | -173.2% | -39.4% |
| 1Y | -30.0% | +103.1% | -133.2% | -36.1% |
| 3Y | -48.7% | +150.5% | -199.3% | -55.5% |
| 5Y | -59.3% | -15.4% | -43.9% | -62.1% |
| 10Y | +79.8% | +25.4% | +54.3% | +41.0% |
| All | +202.6% | -32.2% | +234.8% | +138.4% |
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