-61.2%
ZTS vs IBB
+37.5%
-98.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.4% |
| 7D | -0.4% | -1.8% | +1.4% | +0.8% |
| 30D | +11.7% | +5.1% | +6.7% | +8.4% |
| 3M | +3.5% | +10.7% | -7.3% | -3.2% |
| 6M | -27.6% | +22.9% | -50.5% | -36.8% |
| YTD | -35.5% | +26.7% | -62.2% | -44.9% |
| 1Y | -32.1% | +35.1% | -67.2% | -44.5% |
| 3Y | -49.1% | +80.2% | -129.3% | -66.3% |
| All | -61.2% | +37.5% | -98.7% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling