+87.8%
ZTS vs JBL
+1,148.2%
-1,060.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +5.6% | +6.3% | -0.8% | +4.2% |
| 30D | +12.1% | -13.5% | +25.6% | +15.2% |
| 3M | +11.3% | -31.3% | +42.6% | +19.6% |
| 6M | +14.3% | -28.4% | +42.7% | +20.4% |
| YTD | -31.9% | +11.6% | -43.5% | -36.2% |
| 1Y | -29.3% | +26.1% | -55.4% | -36.0% |
| 3Y | -48.0% | +97.4% | -145.4% | -60.3% |
| 5Y | -58.9% | +301.0% | -359.9% | -75.6% |
| All | +87.8% | +1,148.2% | -1,060.4% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling