+77.8%
JNJ vs ZBRA
+35.9%
+41.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -3.5% |
| 30D | +2.3% | -7.4% | +9.7% | +2.3% |
| 3M | +12.0% | +57.5% | -45.5% | +12.1% |
| 6M | +10.5% | +64.0% | -53.5% | +10.6% |
| YTD | +30.4% | +44.3% | -13.9% | +30.5% |
| 1Y | +52.1% | +10.9% | +41.3% | +52.3% |
| 3Y | +77.8% | +37.5% | +40.3% | +70.9% |
| All | +77.8% | +35.9% | +41.9% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling