-59.1%
ZTS vs BRKR
-11.8%
-47.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | -8.7% | +4.9% | -2.8% |
| 30D | -0.8% | -9.9% | +9.1% | +0.3% |
| 3M | -9.7% | -3.1% | -6.6% | -10.3% |
| 6M | -38.4% | +45.5% | -83.9% | -42.8% |
| YTD | -41.1% | +13.7% | -54.8% | -43.4% |
| 1Y | -50.6% | +67.4% | -118.0% | -55.4% |
| 3Y | -59.1% | -13.2% | -45.9% | -61.6% |
| All | -59.1% | -11.8% | -47.4% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling