-61.2%
ZTS vs BP
+103.6%
-164.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -0.4% | -11.6% | +11.2% | +1.0% |
| 30D | +11.7% | 0.0% | +11.7% | +11.5% |
| 3M | +3.5% | +6.7% | -3.3% | +2.3% |
| 6M | -27.6% | +2.2% | -29.8% | -28.1% |
| YTD | -35.5% | +33.0% | -68.5% | -38.5% |
| 1Y | -32.1% | +30.7% | -62.8% | -35.2% |
| 3Y | -49.1% | +44.2% | -93.3% | -52.8% |
| All | -61.2% | +103.6% | -164.8% | -64.9% |
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