+84.2%
JNJ vs ZBRA
-40.4%
+124.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +12.0% | +57.5% | -45.5% | +11.0% |
| 6M | +10.5% | +64.0% | -53.5% | +9.4% |
| YTD | +30.4% | +44.3% | -13.9% | +29.3% |
| 1Y | +52.1% | +10.9% | +41.3% | +51.7% |
| 3Y | +77.8% | +37.5% | +40.3% | +74.2% |
| All | +84.2% | -40.4% | +124.6% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling