+200.7%
ZTS vs JCI
+565.1%
-364.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.6% | -5.9% | +5.2% | +1.1% |
| 30D | +11.0% | -10.4% | +21.3% | +14.1% |
| 3M | +10.9% | -6.1% | +17.0% | +11.9% |
| 6M | +0.9% | +1.7% | -0.8% | -1.8% |
| YTD | -33.0% | +18.9% | -51.9% | -38.4% |
| 1Y | -29.6% | +16.1% | -45.7% | -34.8% |
| 3Y | -49.0% | +187.8% | -236.9% | -67.2% |
| 5Y | -59.5% | +103.2% | -162.7% | -70.9% |
| 10Y | +77.0% | +288.2% | -211.2% | -8.2% |
| All | +200.7% | +565.1% | -364.3% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling