+166.5%
ZTS vs JBLU
-22.1%
+188.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.7% |
| 7D | -4.8% | +1.1% | -5.9% | -4.9% |
| 30D | +1.2% | -25.5% | +26.8% | +4.8% |
| 3M | -6.0% | -5.0% | -1.0% | -6.0% |
| 6M | -38.7% | +0.7% | -39.4% | -39.6% |
| YTD | -40.6% | -0.7% | -40.0% | -41.6% |
| 1Y | -50.6% | -12.7% | -37.9% | -50.8% |
| 3Y | -58.7% | -12.7% | -46.0% | -62.0% |
| 5Y | -62.8% | -69.3% | +6.4% | -61.2% |
| 10Y | +56.2% | -73.0% | +129.2% | +51.1% |
| All | +166.5% | -22.1% | +188.5% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling