+57.4%
JNJ vs ZCMD
-99.9%
+157.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -1.2% |
| 7D | +2.7% | -8.0% | +10.7% | +2.7% |
| 30D | +7.4% | -27.9% | +35.3% | +7.3% |
| 3M | +21.2% | -74.6% | +95.8% | +21.4% |
| 6M | +13.4% | -99.5% | +112.9% | +13.6% |
| YTD | +35.1% | -99.7% | +134.9% | +33.9% |
| 1Y | +57.4% | -99.9% | +157.3% | +55.9% |
| All | +57.4% | -99.9% | +157.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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