-52.9%
ZTS vs JOBY
-41.1%
-11.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | -3.8% | -5.9% | +2.1% | -3.4% |
| 30D | -2.0% | -27.1% | +25.1% | -0.1% |
| 3M | -10.2% | -30.7% | +20.6% | -8.4% |
| 6M | -39.4% | -36.1% | -3.4% | -38.1% |
| YTD | -40.8% | -51.4% | +10.5% | -38.6% |
| 1Y | -50.1% | -52.2% | +2.0% | -48.5% |
| 3Y | -58.9% | -12.1% | -46.8% | -61.0% |
| 5Y | -62.4% | -31.1% | -31.2% | -66.3% |
| All | -52.9% | -41.1% | -11.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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