+55.7%
ZTS vs BDX
+59.3%
-3.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | -3.7% | -3.2% | -0.6% | -2.3% |
| 30D | -0.8% | -2.5% | +1.8% | +0.4% |
| 3M | -9.7% | +21.4% | -31.1% | -17.6% |
| 6M | -38.4% | +10.4% | -48.8% | -41.5% |
| YTD | -41.1% | +18.8% | -59.9% | -46.2% |
| 1Y | -50.6% | +21.7% | -72.3% | -55.5% |
| 3Y | -59.1% | -10.0% | -49.2% | -58.3% |
| 5Y | -62.7% | -1.8% | -60.9% | -64.0% |
| All | +55.7% | +59.3% | -3.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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