-62.3%
ZTS vs BRO
+17.6%
-80.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.7% | -7.3% | +3.6% | -0.8% |
| 30D | -0.8% | -6.9% | +6.1% | +2.0% |
| 3M | -9.7% | +10.7% | -20.4% | -13.5% |
| 6M | -38.4% | -2.7% | -35.7% | -38.1% |
| YTD | -41.1% | -16.3% | -24.8% | -37.3% |
| 1Y | -50.6% | -29.1% | -21.5% | -43.7% |
| 3Y | -59.1% | -7.8% | -51.3% | -60.3% |
| All | -62.3% | +17.6% | -80.0% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling