-49.1%
ZTS vs IBB
+78.6%
-127.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.2% |
| 7D | -0.4% | -1.8% | +1.4% | +0.7% |
| 30D | +11.7% | +5.1% | +6.7% | +8.9% |
| 3M | +3.5% | +10.7% | -7.3% | -2.3% |
| 6M | -27.6% | +22.9% | -50.5% | -35.7% |
| YTD | -35.5% | +26.7% | -62.2% | -43.8% |
| 1Y | -32.1% | +35.1% | -67.2% | -43.1% |
| 3Y | -49.1% | +80.2% | -129.3% | -63.4% |
| All | -49.1% | +78.6% | -127.7% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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