+85.9%
ZTS vs JCI
+300.9%
-215.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.0% | +8.4% | -7.4% | -1.6% |
| 30D | +12.4% | -8.9% | +21.3% | +15.0% |
| 3M | +13.6% | -6.4% | +20.0% | +14.7% |
| 6M | +9.3% | +1.6% | +7.7% | +6.4% |
| YTD | -32.6% | +20.1% | -52.7% | -38.4% |
| 1Y | -30.0% | +17.2% | -47.3% | -35.5% |
| 3Y | -48.7% | +190.7% | -239.5% | -67.8% |
| 5Y | -59.3% | +99.9% | -159.2% | -70.9% |
| All | +85.9% | +300.9% | -215.1% | -14.3% |
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