-59.1%
ZTS vs BBIO
+154.4%
-213.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -3.2% | -0.5% | -3.4% |
| 30D | -0.8% | -13.6% | +12.8% | +0.6% |
| 3M | -9.7% | +7.2% | -17.0% | -10.8% |
| 6M | -38.4% | +1.5% | -39.9% | -38.8% |
| YTD | -41.1% | -5.3% | -35.8% | -41.3% |
| 1Y | -50.6% | +37.7% | -88.3% | -53.0% |
| 3Y | -59.1% | +153.9% | -213.1% | -64.9% |
| All | -59.1% | +154.4% | -213.6% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling