+57.4%
JNJ vs Z
-58.8%
+116.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.2% |
| 7D | +2.7% | -3.0% | +5.7% | +2.6% |
| 30D | +7.4% | -4.2% | +11.6% | +7.2% |
| 3M | +21.2% | -3.7% | +24.9% | +20.9% |
| 6M | +13.4% | -24.5% | +37.9% | +11.8% |
| YTD | +35.1% | -49.3% | +84.4% | +32.5% |
| 1Y | +57.4% | -58.7% | +116.1% | +55.2% |
| All | +57.4% | -58.8% | +116.3% | +55.2% |
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