-48.0%
ZTS vs JBL
+100.1%
-148.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +5.6% | +6.3% | -0.8% | +5.1% |
| 30D | +12.1% | -13.5% | +25.6% | +12.9% |
| 3M | +11.3% | -31.3% | +42.6% | +13.9% |
| 6M | +14.3% | -28.4% | +42.7% | +16.2% |
| YTD | -31.9% | +11.6% | -43.5% | -34.0% |
| 1Y | -29.3% | +26.1% | -55.4% | -32.6% |
| 3Y | -48.0% | +97.4% | -145.4% | -54.5% |
| All | -48.0% | +100.1% | -148.2% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling