+120.7%
JNJ vs ZCMD
-100.0%
+220.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -3.0% | -4.1% | +1.2% | -2.9% |
| 30D | +2.5% | -22.7% | +25.2% | +2.6% |
| 3M | +13.2% | -62.5% | +75.7% | +13.1% |
| 6M | +11.3% | -99.5% | +110.7% | +12.8% |
| YTD | +31.1% | -99.7% | +130.9% | +33.2% |
| 1Y | +54.3% | -99.9% | +154.2% | +57.6% |
| 3Y | +81.1% | -100.0% | +181.1% | +87.6% |
| 5Y | +82.7% | -100.0% | +182.7% | +89.1% |
| All | +120.7% | -100.0% | +220.7% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling