+174.6%
ZTS vs BP
+114.9%
+59.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -2.0% | +3.9% | -5.9% | -2.8% |
| 30D | +1.9% | +7.6% | -5.7% | +0.4% |
| 3M | -4.0% | +0.7% | -4.7% | -4.4% |
| 6M | -39.1% | +15.5% | -54.6% | -41.3% |
| YTD | -38.8% | +30.8% | -69.6% | -42.6% |
| 1Y | -49.6% | +34.3% | -83.9% | -53.1% |
| 3Y | -59.0% | +35.1% | -94.0% | -62.4% |
| 5Y | -61.8% | +126.8% | -188.6% | -69.5% |
| 10Y | +61.4% | +123.4% | -61.9% | +21.6% |
| All | +174.6% | +114.9% | +59.8% | +104.0% |
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