-52.3%
ZTS vs BIYA
-99.8%
+47.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | +1.9% | -21.0% | +22.9% | +2.1% |
| 3M | -4.0% | -74.3% | +70.3% | -3.8% |
| 6M | -39.1% | -84.6% | +45.5% | -39.0% |
| YTD | -38.8% | -94.2% | +55.4% | -38.1% |
| 1Y | -49.6% | -98.2% | +48.7% | -48.2% |
| All | -52.3% | -99.8% | +47.5% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling