+83.4%
JNJ vs ZTS
-62.7%
+146.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -4.3% | -4.5% | +0.2% | -3.7% |
| 30D | +3.0% | -3.3% | +6.3% | +3.5% |
| 3M | +12.2% | -9.7% | +22.0% | +13.8% |
| 6M | +10.5% | -38.8% | +49.3% | +18.2% |
| YTD | +30.8% | -41.2% | +72.0% | +40.7% |
| 1Y | +54.9% | -50.3% | +105.2% | +71.2% |
| 3Y | +80.7% | -59.1% | +139.8% | +105.2% |
| 5Y | +83.4% | -62.8% | +146.2% | +103.3% |
| All | +83.4% | -62.7% | +146.1% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling