+161.4%
JPM vs ZTS
-58.8%
+220.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.9% |
| 7D | -0.4% | -4.8% | +4.4% | +0.4% |
| 30D | -1.1% | +1.2% | -2.4% | -1.4% |
| 3M | +14.1% | -6.0% | +20.2% | +15.0% |
| 6M | +23.3% | -38.7% | +62.0% | +34.4% |
| YTD | +11.3% | -40.6% | +51.9% | +22.0% |
| 1Y | +23.0% | -50.6% | +73.6% | +39.2% |
| All | +161.4% | -58.8% | +220.2% | +203.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling