-49.6%
ZTS vs JCI
+37.7%
-87.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -2.0% | +3.8% | -5.8% | -2.4% |
| 30D | +1.9% | -5.7% | +7.6% | +2.6% |
| 3M | -4.0% | -1.4% | -2.6% | -4.0% |
| 6M | -39.1% | +4.1% | -43.3% | -39.7% |
| YTD | -38.8% | +21.7% | -60.5% | -40.6% |
| 1Y | -49.6% | +36.1% | -85.7% | -51.7% |
| All | -49.6% | +37.7% | -87.3% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling