-62.3%
ZTS vs JBLU
-70.3%
+7.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -5.0% | +1.2% | -3.2% |
| 30D | -0.8% | -23.9% | +23.1% | +2.1% |
| 3M | -9.7% | -11.6% | +1.9% | -8.9% |
| 6M | -38.4% | -0.2% | -38.2% | -39.1% |
| YTD | -41.1% | -3.3% | -37.8% | -41.8% |
| 1Y | -50.6% | -15.4% | -35.2% | -50.6% |
| 3Y | -59.1% | -14.7% | -44.4% | -62.7% |
| All | -62.3% | -70.3% | +7.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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