+51.2%
JNJ vs ZETA
+84.8%
-33.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.9% |
| 7D | +1.9% | -5.0% | +6.9% | +1.7% |
| 30D | +9.2% | -3.3% | +12.6% | +9.1% |
| 3M | +8.9% | +31.0% | -22.1% | +10.5% |
| 6M | +24.6% | +72.2% | -47.6% | +28.6% |
| YTD | +35.7% | +56.2% | -20.5% | +39.1% |
| 1Y | +51.2% | +90.3% | -39.1% | +57.1% |
| All | +51.2% | +84.8% | -33.6% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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