-49.6%
ZTS vs JBL
+52.3%
-101.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -2.0% | +3.0% | -5.0% | -2.1% |
| 30D | +1.9% | -8.3% | +10.2% | +2.1% |
| 3M | -4.0% | -16.9% | +12.9% | -2.9% |
| 6M | -39.1% | +21.8% | -60.9% | -40.5% |
| YTD | -38.8% | +36.3% | -75.1% | -40.8% |
| 1Y | -49.6% | +49.5% | -99.1% | -51.9% |
| All | -49.6% | +52.3% | -101.9% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling