+27.8%
JNJ vs Z
-28.8%
+56.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | +4.1% | -4.9% | +9.0% | +4.5% |
| 30D | +14.0% | +3.0% | +11.1% | +14.6% |
| 3M | +9.2% | -13.4% | +22.6% | +10.9% |
| 6M | +27.8% | -27.3% | +55.1% | +26.4% |
| All | +27.8% | -28.8% | +56.6% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling