+442.2%
JNJ vs ZTS
+170.4%
+271.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.2% |
| 30D | +7.4% | +1.9% | +5.5% | +6.7% |
| 3M | +21.2% | -4.0% | +25.2% | +22.1% |
| 6M | +13.4% | -39.1% | +52.5% | +27.3% |
| YTD | +35.1% | -38.8% | +73.9% | +51.1% |
| 1Y | +57.4% | -49.6% | +107.0% | +84.9% |
| 3Y | +86.8% | -59.0% | +145.7% | +129.3% |
| 5Y | +80.8% | -61.8% | +142.6% | +122.6% |
| 10Y | +202.7% | +61.4% | +141.3% | +146.1% |
| All | +442.2% | +170.4% | +271.9% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling