-59.1%
ZTS vs BBY
+42.8%
-101.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -0.8% | +9.4% | -10.2% | -2.7% |
| 3M | -9.7% | +19.3% | -29.1% | -13.4% |
| 6M | -38.4% | +47.9% | -86.3% | -44.0% |
| YTD | -41.1% | +39.6% | -80.7% | -45.8% |
| 1Y | -50.6% | +22.2% | -72.8% | -53.2% |
| 3Y | -59.1% | +45.0% | -104.1% | -63.9% |
| All | -59.1% | +42.8% | -101.9% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling