-50.6%
ZTS vs JBL
+47.2%
-97.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | 0.0% |
| 7D | -3.7% | +2.4% | -6.2% | -3.8% |
| 30D | -0.8% | -13.1% | +12.3% | -0.2% |
| 3M | -9.7% | -15.6% | +5.9% | -8.6% |
| 6M | -38.4% | +24.6% | -63.0% | -39.8% |
| YTD | -41.1% | +39.6% | -80.7% | -43.1% |
| 1Y | -50.6% | +48.6% | -99.2% | -52.9% |
| All | -50.6% | +47.2% | -97.8% | -52.9% |
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