+192.5%
JNJ vs ZTS
+58.7%
+133.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -3.5% | -3.7% | +0.2% | -2.5% |
| 30D | +2.3% | -0.8% | +3.1% | +2.5% |
| 3M | +12.0% | -9.7% | +21.7% | +14.7% |
| 6M | +10.5% | -38.4% | +48.9% | +24.2% |
| YTD | +30.4% | -41.1% | +71.5% | +48.2% |
| 1Y | +52.1% | -50.6% | +102.8% | +81.4% |
| 3Y | +77.8% | -59.1% | +136.9% | +121.2% |
| 5Y | +82.9% | -62.7% | +145.6% | +130.6% |
| All | +192.5% | +58.7% | +133.8% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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