+200.7%
ZTS vs BP
+118.6%
+82.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.6% | -6.3% | +5.7% | +0.6% |
| 30D | +11.0% | -3.6% | +14.6% | +11.6% |
| 3M | +10.9% | +5.2% | +5.7% | +9.4% |
| 6M | +0.9% | +5.3% | -4.4% | -0.8% |
| YTD | -33.0% | +33.1% | -66.1% | -37.6% |
| 1Y | -29.6% | +26.3% | -55.9% | -33.8% |
| 3Y | -49.0% | +47.5% | -96.5% | -54.3% |
| 5Y | -59.5% | +106.2% | -165.7% | -67.0% |
| 10Y | +77.0% | +127.0% | -49.9% | +32.6% |
| All | +200.7% | +118.6% | +82.1% | +121.9% |
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 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