-59.3%
ZTS vs JCI
+103.1%
-162.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -0.6% | -5.9% | +5.2% | +0.6% |
| 30D | +11.0% | -10.4% | +21.3% | +13.4% |
| 3M | +10.9% | -6.1% | +17.0% | +11.7% |
| 6M | +0.9% | +1.7% | -0.8% | -1.5% |
| YTD | -33.0% | +18.9% | -51.9% | -37.7% |
| 1Y | -29.6% | +16.1% | -45.7% | -34.2% |
| 3Y | -49.0% | +187.8% | -236.9% | -66.6% |
| All | -59.3% | +103.1% | -162.4% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling