-62.8%
ZTS vs JBL
+390.6%
-453.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.2% |
| 7D | -4.5% | -1.0% | -3.5% | -4.4% |
| 30D | -3.3% | -15.1% | +11.8% | -1.0% |
| 3M | -9.7% | -14.0% | +4.3% | -8.3% |
| 6M | -38.8% | +20.6% | -59.5% | -41.8% |
| YTD | -41.2% | +32.9% | -74.1% | -45.3% |
| 1Y | -50.3% | +40.5% | -90.8% | -54.5% |
| 3Y | -59.1% | +183.7% | -242.9% | -70.1% |
| 5Y | -62.8% | +388.3% | -451.1% | -78.5% |
| All | -62.8% | +390.6% | -453.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling