+51.2%
JNJ vs ZBH
+11.3%
+39.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.5% | -9.7% | +1.8% |
| 7D | +1.9% | +14.3% | -12.3% | -0.1% |
| 30D | +9.2% | +20.3% | -11.0% | +6.4% |
| 3M | +8.9% | +15.3% | -6.3% | +6.7% |
| 6M | +24.6% | +33.9% | -9.4% | +20.5% |
| YTD | +35.7% | +23.5% | +12.2% | +31.4% |
| 1Y | +51.2% | +7.9% | +43.3% | +47.7% |
| All | +51.2% | +11.3% | +39.9% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling