-58.7%
ZTS vs JBL
+299.0%
-357.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +5.6% | +6.3% | -0.8% | +4.6% |
| 30D | +12.1% | -13.5% | +25.6% | +14.1% |
| 3M | +11.3% | -31.3% | +42.6% | +17.0% |
| 6M | +14.3% | -28.4% | +42.7% | +18.5% |
| YTD | -31.9% | +11.6% | -43.5% | -35.5% |
| 1Y | -29.3% | +26.1% | -55.4% | -34.8% |
| 3Y | -48.0% | +97.4% | -145.4% | -58.6% |
| All | -58.7% | +299.0% | -357.7% | -76.0% |
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