-62.8%
ZTS vs BP
+131.3%
-194.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.3% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | +1.2% | +9.1% | -7.9% | +0.1% |
| 3M | -6.0% | +3.9% | -9.9% | -6.7% |
| 6M | -38.7% | +13.6% | -52.4% | -40.0% |
| YTD | -40.6% | +34.0% | -74.6% | -43.2% |
| 1Y | -50.6% | +39.2% | -89.8% | -53.1% |
| 3Y | -58.7% | +36.4% | -95.2% | -61.3% |
| 5Y | -62.8% | +135.8% | -198.6% | -66.4% |
| All | -62.8% | +131.3% | -194.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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