+285.7%
JNJ vs Z
+4.2%
+281.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | +4.1% | -4.9% | +9.0% | +4.3% |
| 30D | +14.0% | +3.0% | +11.1% | +13.9% |
| 3M | +9.2% | -13.4% | +22.6% | +9.7% |
| 6M | +27.8% | -27.3% | +55.1% | +28.9% |
| YTD | +39.2% | -57.8% | +97.0% | +43.0% |
| 1Y | +49.1% | -60.0% | +109.2% | +53.5% |
| 3Y | +109.7% | -21.5% | +131.2% | +108.0% |
| 5Y | +97.6% | -55.0% | +152.5% | +98.0% |
| 10Y | +214.1% | -18.8% | +232.9% | +186.0% |
| All | +285.7% | +4.2% | +281.5% | +236.7% |
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