+200.2%
ZTS vs BBWI
-9.6%
+209.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | -1.0% | -6.2% | +5.1% | -0.1% |
| 30D | +10.8% | +25.5% | -14.7% | +7.4% |
| 3M | +14.1% | +8.0% | +6.1% | +12.4% |
| 6M | +0.8% | +12.7% | -11.9% | -1.9% |
| YTD | -33.1% | +11.6% | -44.7% | -35.2% |
| 1Y | -30.0% | -0.9% | -29.1% | -31.5% |
| 3Y | -49.5% | -22.7% | -26.8% | -50.3% |
| 5Y | -60.2% | -67.2% | +6.9% | -56.9% |
| 10Y | +77.0% | -43.7% | +120.7% | +56.9% |
| All | +200.2% | -9.6% | +209.9% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling