+893.2%
JNJ vs ZBH
+274.1%
+619.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.0% | -4.9% | +2.0% | -1.8% |
| 30D | +2.5% | -3.2% | +5.8% | +3.3% |
| 3M | +13.2% | +5.8% | +7.4% | +11.5% |
| 6M | +11.3% | +2.0% | +9.3% | +10.1% |
| YTD | +31.1% | +5.8% | +25.3% | +28.4% |
| 1Y | +54.3% | -7.9% | +62.3% | +55.6% |
| 3Y | +81.1% | -19.4% | +100.5% | +86.7% |
| 5Y | +82.7% | -29.5% | +112.2% | +91.8% |
| 10Y | +196.5% | -15.5% | +212.0% | +184.2% |
| All | +893.2% | +274.1% | +619.0% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling