+274.4%
JNJ vs Z
+25.1%
+249.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +2.8% |
| 30D | +7.4% | -4.2% | +11.6% | +7.5% |
| 3M | +21.2% | -3.7% | +24.9% | +21.2% |
| 6M | +13.4% | -24.5% | +37.9% | +14.3% |
| YTD | +35.1% | -49.3% | +84.4% | +38.1% |
| 1Y | +57.4% | -58.7% | +116.1% | +62.0% |
| 3Y | +86.8% | -34.1% | +120.9% | +87.0% |
| 5Y | +80.8% | -64.5% | +145.3% | +83.5% |
| 10Y | +202.7% | -0.5% | +203.2% | +173.7% |
| All | +274.4% | +25.1% | +249.3% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling