+192.5%
JNJ vs Z
-2.5%
+195.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.4% |
| 7D | -3.5% | -6.0% | +2.5% | -3.3% |
| 30D | +2.3% | -2.3% | +4.6% | +2.4% |
| 3M | +12.0% | -0.6% | +12.6% | +11.9% |
| 6M | +10.5% | -27.6% | +38.1% | +11.4% |
| YTD | +30.4% | -52.4% | +82.8% | +33.3% |
| 1Y | +52.1% | -63.6% | +115.7% | +56.9% |
| 3Y | +77.8% | -36.4% | +114.2% | +78.1% |
| 5Y | +82.9% | -64.6% | +147.5% | +85.2% |
| All | +192.5% | -2.5% | +195.0% | +167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling