+585.7%
JPM vs ZTS
+58.5%
+527.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.3% | -4.5% | +2.1% | -0.8% |
| 30D | -2.3% | -3.3% | +1.0% | -1.4% |
| 3M | +14.9% | -9.7% | +24.6% | +18.3% |
| 6M | +23.6% | -38.8% | +62.5% | +44.9% |
| YTD | +11.3% | -41.2% | +52.5% | +32.2% |
| 1Y | +19.9% | -50.3% | +70.2% | +50.9% |
| 3Y | +162.6% | -59.1% | +221.7% | +248.4% |
| 5Y | +154.6% | -62.8% | +217.4% | +243.3% |
| All | +585.7% | +58.5% | +527.2% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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