+972.8%
JPM vs ZTS
+170.4%
+802.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | -2.0% | +2.3% | +1.0% |
| 30D | -0.2% | +1.9% | -2.1% | -1.2% |
| 3M | +15.9% | -4.0% | +19.9% | +16.7% |
| 6M | +20.9% | -39.1% | +60.1% | +41.5% |
| YTD | +12.9% | -38.8% | +51.7% | +31.7% |
| 1Y | +20.3% | -49.6% | +69.9% | +49.7% |
| 3Y | +160.9% | -59.0% | +219.9% | +243.3% |
| 5Y | +154.8% | -61.8% | +216.6% | +236.7% |
| 10Y | +591.1% | +61.4% | +529.7% | +422.9% |
| All | +972.8% | +170.4% | +802.5% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling