+55.5%
ZTS vs JCI
+338.7%
-283.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | -3.3% | -7.7% | +4.4% | -0.8% |
| 3M | -9.7% | +2.8% | -12.5% | -11.2% |
| 6M | -38.8% | +7.2% | -46.1% | -41.0% |
| YTD | -41.2% | +20.0% | -61.1% | -45.6% |
| 1Y | -50.3% | +33.3% | -83.6% | -55.9% |
| 3Y | -59.1% | +161.3% | -220.5% | -72.8% |
| 5Y | -62.8% | +108.8% | -171.5% | -73.5% |
| All | +55.5% | +338.7% | -283.2% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling