+221.6%
JNJ vs ZTS
+80.8%
+140.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | +3.5% | +5.6% | -2.1% | +2.0% |
| 30D | +12.5% | +12.1% | +0.5% | +8.9% |
| 3M | +9.6% | +11.3% | -1.7% | +6.2% |
| 6M | +25.3% | +14.3% | +11.0% | +20.1% |
| YTD | +40.3% | -31.9% | +72.2% | +53.1% |
| 1Y | +49.6% | -29.3% | +78.9% | +61.3% |
| 3Y | +110.8% | -48.0% | +158.8% | +144.4% |
| 5Y | +99.1% | -58.9% | +158.0% | +146.7% |
| All | +221.6% | +80.8% | +140.8% | +141.1% |
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