+200.2%
ZTS vs BP
+118.7%
+81.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | -1.0% | -6.9% | +5.8% | +0.3% |
| 30D | +10.8% | -3.6% | +14.4% | +11.4% |
| 3M | +14.1% | +8.4% | +5.6% | +11.8% |
| 6M | +0.8% | +5.3% | -4.6% | -1.0% |
| YTD | -33.1% | +33.2% | -66.3% | -37.7% |
| 1Y | -30.0% | +28.2% | -58.2% | -34.4% |
| 3Y | -49.5% | +49.2% | -98.8% | -54.8% |
| 5Y | -60.2% | +102.9% | -163.1% | -67.5% |
| 10Y | +77.0% | +127.7% | -50.6% | +32.5% |
| All | +200.2% | +118.7% | +81.5% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling