+82.5%
JNJ vs Z
-37.5%
+120.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -2.2% |
| 7D | -0.8% | -3.3% | +2.5% | -0.7% |
| 30D | +4.3% | -3.7% | +8.0% | +4.4% |
| 3M | +16.5% | -7.0% | +23.5% | +16.5% |
| 6M | +13.1% | -29.5% | +42.7% | +13.3% |
| YTD | +32.1% | -52.6% | +84.7% | +33.2% |
| 1Y | +54.5% | -64.0% | +118.5% | +56.7% |
| 3Y | +82.5% | -36.4% | +119.0% | +82.9% |
| All | +82.5% | -37.5% | +120.0% | +82.9% |
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