+83.4%
JNJ vs ZM
-67.8%
+151.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -4.3% |
| 30D | +3.0% | -10.0% | +13.0% | +3.2% |
| 3M | +12.2% | +1.6% | +10.6% | +12.2% |
| 6M | +10.5% | +25.0% | -14.5% | +9.8% |
| YTD | +30.8% | +10.6% | +20.1% | +30.2% |
| 1Y | +54.9% | +14.0% | +41.0% | +54.1% |
| 3Y | +80.7% | +32.5% | +48.2% | +78.2% |
| 5Y | +83.4% | -68.3% | +151.8% | +79.1% |
| All | +83.4% | -67.8% | +151.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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