+55.7%
ZTS vs BRKR
+155.3%
-99.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | -8.7% | +4.9% | -1.4% |
| 30D | -0.8% | -9.9% | +9.1% | +1.7% |
| 3M | -9.7% | -3.1% | -6.6% | -11.0% |
| 6M | -38.4% | +45.5% | -83.9% | -47.2% |
| YTD | -41.1% | +13.7% | -54.8% | -45.9% |
| 1Y | -50.6% | +67.4% | -118.0% | -60.4% |
| 3Y | -59.1% | -13.2% | -45.9% | -62.1% |
| 5Y | -62.7% | -39.5% | -23.2% | -61.2% |
| All | +55.7% | +155.3% | -99.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling