+201.1%
ZTS vs BN
+491.7%
-290.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -7.4% | -2.4% | -5.0% | -6.4% |
| 30D | +9.9% | +13.5% | -3.6% | +4.6% |
| 3M | +10.3% | -5.9% | +16.3% | +13.1% |
| 6M | +9.2% | -8.9% | +18.1% | +13.1% |
| YTD | -32.9% | -7.9% | -25.0% | -31.2% |
| 1Y | -29.7% | -8.3% | -21.4% | -27.9% |
| 3Y | -49.0% | +100.8% | -149.7% | -63.7% |
| 5Y | -59.3% | +38.2% | -97.5% | -66.8% |
| 10Y | +78.9% | +302.3% | -223.4% | -11.3% |
| All | +201.1% | +491.7% | -290.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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