-46.9%
ZTS vs BIYA
-99.9%
+53.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +9.0% | -3.4% | +5.5% |
| 30D | +12.1% | -12.9% | +25.0% | +12.2% |
| 3M | +11.3% | -54.7% | +66.0% | +11.6% |
| 6M | +14.3% | -85.1% | +99.4% | +14.3% |
| YTD | -31.9% | -96.9% | +65.0% | -31.0% |
| 1Y | -29.3% | -98.5% | +69.3% | -27.5% |
| All | -46.9% | -99.9% | +53.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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