+110.8%
JNJ vs Z
-18.1%
+128.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.7% |
| 7D | +3.5% | +0.8% | +2.6% | +3.4% |
| 30D | +12.5% | +5.2% | +7.4% | +12.6% |
| 3M | +9.6% | -17.0% | +26.6% | +9.8% |
| 6M | +25.3% | -22.7% | +48.0% | +25.5% |
| YTD | +40.3% | -56.3% | +96.6% | +41.3% |
| 1Y | +49.6% | -57.7% | +107.3% | +50.8% |
| 3Y | +110.8% | -16.5% | +127.3% | +112.8% |
| All | +110.8% | -18.1% | +128.9% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling