+140.5%
JNJ vs ZM
+48.4%
+92.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -2.2% |
| 7D | -0.8% | +1.6% | -2.4% | -0.8% |
| 30D | +4.3% | -7.7% | +12.0% | +4.3% |
| 3M | +16.5% | -4.7% | +21.1% | +16.5% |
| 6M | +13.1% | +24.4% | -11.3% | +13.3% |
| YTD | +32.1% | +11.8% | +20.4% | +32.2% |
| 1Y | +54.5% | +13.4% | +41.1% | +54.6% |
| 3Y | +82.5% | +33.8% | +48.7% | +82.8% |
| 5Y | +80.0% | -67.2% | +147.2% | +75.7% |
| All | +140.5% | +48.4% | +92.1% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling