+154.1%
JNJ vs ZS
+488.9%
-334.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -2.2% |
| 7D | -0.8% | -9.2% | +8.4% | -0.7% |
| 30D | +4.3% | -4.0% | +8.3% | +4.4% |
| 3M | +16.5% | +25.3% | -8.8% | +16.1% |
| 6M | +13.1% | -1.3% | +14.4% | +13.0% |
| YTD | +32.1% | -28.0% | +60.1% | +32.6% |
| 1Y | +54.5% | -42.5% | +97.0% | +55.6% |
| 3Y | +82.5% | +0.7% | +81.8% | +80.7% |
| 5Y | +80.0% | -42.3% | +122.3% | +79.0% |
| All | +154.1% | +488.9% | -334.7% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling