+150.8%
JNJ vs ZS
+498.3%
-347.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | -3.1% | -0.4% | -3.5% |
| 30D | +2.3% | -7.2% | +9.5% | +2.4% |
| 3M | +12.0% | +30.5% | -18.5% | +11.6% |
| 6M | +10.5% | +7.0% | +3.5% | +10.2% |
| YTD | +30.4% | -26.8% | +57.2% | +30.8% |
| 1Y | +52.1% | -42.6% | +94.7% | +53.2% |
| 3Y | +77.8% | -0.3% | +78.1% | +76.1% |
| 5Y | +82.9% | -39.2% | +122.1% | +81.5% |
| All | +150.8% | +498.3% | -347.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling