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  • ZTS vs BR✓SelectedUSD · BRZTS vs BR performance historyLatest closeAs of-2.97%09/08
Stock and ETF performance explorer

ZTS vs BR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+166.5%
BR return
+822.0%
Excess return
-655.5%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBRExcessAlpha
1D-3.0%-2.5%-0.5%-1.7%
7D-4.8%-5.9%+1.2%-1.7%
30D+1.2%+1.9%-0.7%+0.2%
3M-6.0%+14.7%-20.7%-13.0%
6M-38.7%-12.8%-26.0%-34.8%
YTD-40.6%-23.0%-17.6%-32.7%
1Y-50.6%-31.7%-18.9%-40.4%
3Y-58.7%-4.8%-54.0%-59.3%
5Y-62.8%+7.8%-70.7%-66.3%
10Y+56.2%+184.1%-127.9%-15.0%
All+166.5%+822.0%-655.5%+3.7%

Cumulative growth

Daily Returns

Daily percentage return beside BR.

Daily Out/Under-Performance

Portfolio return minus BR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BR 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 BR 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