+340.5%
JCI vs ZBH
-16.2%
+356.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +0.7% | -4.7% | +5.4% | +2.3% |
| 30D | -4.4% | -4.5% | +0.1% | -3.1% |
| 3M | +1.7% | +7.6% | -5.9% | -1.6% |
| 6M | +8.8% | +0.3% | +8.5% | +7.4% |
| YTD | +22.6% | +4.5% | +18.1% | +19.0% |
| 1Y | +36.2% | -9.4% | +45.6% | +37.3% |
| 3Y | +168.0% | -21.5% | +189.5% | +179.6% |
| 5Y | +113.5% | -28.4% | +141.9% | +127.2% |
| All | +340.5% | -16.2% | +356.6% | +311.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling