+82.7%
JNJ vs Z
-65.8%
+148.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.0% | -7.1% | +4.1% | -2.9% |
| 30D | +2.5% | -4.8% | +7.3% | +2.6% |
| 3M | +13.2% | -9.3% | +22.6% | +13.3% |
| 6M | +11.3% | -29.0% | +40.2% | +11.6% |
| YTD | +31.1% | -52.9% | +84.0% | +32.4% |
| 1Y | +54.3% | -63.1% | +117.5% | +56.5% |
| 3Y | +81.1% | -36.9% | +118.0% | +81.1% |
| 5Y | +82.7% | -65.5% | +148.2% | +78.9% |
| All | +82.7% | -65.8% | +148.5% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling