+465.0%
JPM vs ZTS
+80.8%
+384.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +3.5% | +5.6% | -2.1% | +1.5% |
| 30D | +3.3% | +12.1% | -8.8% | -1.0% |
| 3M | -4.2% | +11.3% | -15.5% | -8.1% |
| 6M | +16.4% | +14.3% | +2.1% | +9.8% |
| YTD | +9.5% | -31.9% | +41.4% | +23.5% |
| 1Y | +14.0% | -29.3% | +43.3% | +26.5% |
| 3Y | +153.1% | -48.0% | +201.1% | +206.5% |
| 5Y | +134.9% | -58.9% | +193.8% | +209.7% |
| All | +465.0% | +80.8% | +384.2% | +293.8% |
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