-62.8%
ZTS vs BDX
-3.5%
-59.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -4.5% | -5.4% | +0.9% | -2.3% |
| 30D | -3.3% | -2.2% | -1.1% | -2.4% |
| 3M | -9.7% | +20.1% | -29.8% | -16.2% |
| 6M | -38.8% | +9.1% | -47.9% | -41.1% |
| YTD | -41.2% | +17.9% | -59.1% | -45.3% |
| 1Y | -50.3% | +22.1% | -72.4% | -54.6% |
| 3Y | -59.1% | -10.5% | -48.6% | -57.7% |
| 5Y | -62.8% | -2.6% | -60.2% | -62.9% |
| All | -62.8% | -3.5% | -59.3% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling