+55.7%
ZTS vs BBY
+252.7%
-197.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -0.8% | +9.4% | -10.2% | -3.0% |
| 3M | -9.7% | +19.3% | -29.1% | -13.9% |
| 6M | -38.4% | +47.9% | -86.3% | -44.6% |
| YTD | -41.1% | +39.6% | -80.7% | -46.4% |
| 1Y | -50.6% | +22.2% | -72.8% | -53.7% |
| 3Y | -59.1% | +45.0% | -104.1% | -64.4% |
| 5Y | -62.7% | +2.6% | -65.3% | -65.6% |
| All | +55.7% | +252.7% | -197.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling