+5,312.9%
JNJ vs ZBRA
+8,767.1%
-3,454.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -3.0% | -1.8% | -1.2% | -2.8% |
| 30D | +2.5% | -8.8% | +11.3% | +3.2% |
| 3M | +13.2% | +47.2% | -34.0% | +9.4% |
| 6M | +11.3% | +61.3% | -50.0% | +6.6% |
| YTD | +31.1% | +42.0% | -10.9% | +26.6% |
| 1Y | +54.3% | +10.5% | +43.9% | +51.7% |
| 3Y | +81.1% | +34.5% | +46.6% | +72.8% |
| 5Y | +82.7% | -40.3% | +123.0% | +84.0% |
| 10Y | +196.5% | +421.5% | -225.0% | +145.8% |
| All | +5,312.9% | +8,767.1% | -3,454.2% | +3,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling