+83.4%
JNJ vs ZS
-43.4%
+126.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -4.3% | -8.1% | +3.7% | -4.5% |
| 30D | +3.0% | -8.4% | +11.5% | +2.9% |
| 3M | +12.2% | +31.1% | -18.8% | +13.0% |
| 6M | +10.5% | +4.4% | +6.1% | +11.0% |
| YTD | +30.8% | -27.3% | +58.1% | +30.7% |
| 1Y | +54.9% | -41.4% | +96.3% | +54.3% |
| 3Y | +80.7% | +1.7% | +79.0% | +81.7% |
| 5Y | +83.4% | -39.6% | +123.0% | +77.5% |
| All | +83.4% | -43.4% | +126.9% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling