+51.2%
JNJ vs Z
-54.2%
+105.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +3.8% |
| 7D | +1.9% | +10.2% | -8.2% | +2.0% |
| 30D | +9.2% | +23.7% | -14.4% | +9.8% |
| 3M | +8.9% | -6.6% | +15.5% | +8.6% |
| 6M | +24.6% | -23.0% | +47.6% | +22.1% |
| YTD | +35.7% | -50.3% | +86.0% | +31.2% |
| 1Y | +51.2% | -53.6% | +104.8% | +46.4% |
| All | +51.2% | -54.2% | +105.4% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling