-62.4%
ZTS vs BBWI
-68.8%
+6.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.5% |
| 7D | -3.8% | -4.4% | +0.7% | -3.2% |
| 30D | -2.0% | -7.4% | +5.4% | -1.2% |
| 3M | -10.2% | -2.2% | -8.0% | -10.5% |
| 6M | -39.4% | -16.3% | -23.1% | -38.6% |
| YTD | -40.8% | -9.1% | -31.7% | -41.0% |
| 1Y | -50.1% | -34.5% | -15.6% | -48.1% |
| 3Y | -58.9% | -47.0% | -11.9% | -57.3% |
| 5Y | -62.4% | -68.8% | +6.5% | -56.8% |
| All | -62.4% | -68.8% | +6.5% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling