+36.1%
JCI vs ZBH
-5.6%
+41.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | +3.8% | -2.8% | +6.6% | +3.5% |
| 30D | -5.7% | -0.1% | -5.6% | -5.6% |
| 3M | -1.4% | +13.4% | -14.8% | +0.1% |
| 6M | +4.1% | +3.0% | +1.2% | +4.3% |
| YTD | +21.7% | +9.7% | +12.1% | +24.0% |
| 1Y | +36.1% | -5.4% | +41.5% | +32.8% |
| All | +36.1% | -5.6% | +41.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling