+25.3%
JNJ vs ZTS
+10.8%
+14.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.6% |
| 7D | +3.5% | +5.6% | -2.1% | +2.2% |
| 30D | +12.5% | +12.1% | +0.5% | +9.7% |
| 3M | +9.6% | +11.3% | -1.7% | +7.0% |
| 6M | +25.3% | +14.3% | +11.0% | +19.0% |
| All | +25.3% | +10.8% | +14.5% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling