-47.8%
ZTS vs BIYA
-99.9%
+52.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.1% |
| 7D | -0.6% | -4.1% | +3.4% | -0.6% |
| 30D | +11.0% | -35.5% | +46.5% | +11.2% |
| 3M | +10.9% | -56.3% | +67.2% | +11.3% |
| 6M | +0.9% | -88.7% | +89.6% | +1.0% |
| YTD | -33.0% | -97.0% | +64.0% | -32.1% |
| 1Y | -29.6% | -98.7% | +69.1% | -27.7% |
| All | -47.8% | -99.9% | +52.1% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling