+57.4%
JNJ vs ZYBT
-83.2%
+140.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.2% |
| 7D | +2.7% | -6.9% | +9.6% | +2.7% |
| 30D | +7.4% | -31.8% | +39.2% | +7.3% |
| 3M | +21.2% | +94.0% | -72.8% | +23.3% |
| 6M | +13.4% | +99.0% | -85.6% | +15.7% |
| YTD | +35.1% | +40.0% | -4.9% | +37.6% |
| 1Y | +57.4% | -79.5% | +137.0% | +58.3% |
| All | +57.4% | -83.2% | +140.6% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling